I think this would work, connect from the remote machine with the /admin option like so...
mstsc /v:windows7machine /admin
And then when you go to disconnect, you can run this command from the client to keep the session alive and redirect the session to the console...
tscon 1 /dest:console
[EDIT] I should add, this is kind of a trick for managing a HTPC through RDP, since you can login through RDP (hiding the desktop locally), queue and start a movie, then disconnect the RDP session while redirecting it's output to the local display (unhiding the desktop locally).
If it's an Active Directory environment, check to make sure the option
End a disconnected session isn't checked under properties for the affected user in ADUC.