I did a little search and I found a commercial product the records everything that happens in a RDC session
http://www.tsfactory.com (RecordTS)
Also, in the script center I found some scripts but mainly for configuration, not for monitoring, but still take a look to see if they are interesting (look in remote desktop and terminal services)
http://www.microsoft.com/technet/scr...e/default.mspx