When you start your RDP client, if you click the "options" button in the bottom left (without clicking "Connect"), and then click the "display" tab, this will give you a sliding scrollbar allowing you to set the expected size of the RDP window (from a range of set sizes and "full screen"). If the non-full-screen setting is different from the local display resolution, you will get scrollbars to navigate around the RDP session.
Incidentally, when RDPing into a computer, you're not actually remoting into your local console but into a RDP session on your computer. In terminal servers they can co-exist with console RDP sessions (as long as you're not trying to log on as the same person) but you need to specify the /Console switch (although this switch name has been rewritten recently so I can't tell without Googling as to whether this is the current name)
HTH.
