there are 2 ways to connect to the console session in 2000 and 2003 servers. you can from a command prompt type in MSTSC /CONSOLE, this will bring up your RDP connection box. type in the server name and it will connect you to the console sesion. this will lock the consols sesison at the CTRL ALT DEL window but you are now on the console.

this command has been replaced in XP sp3 and vist and 2008 servers with MSTSC /ADMIN. the /console will no longer work in future releases.

there is also1 other way to connect to the console connect as normal to RDP then while on the TS machine in the RUN command type in SHADOW 0 this will propmt the console to allow and they can say yes and now you are sharing the console. if this doesnt work you may need to change the following:

If the Windows Server 2003-based server is not configured to permit remote control, you receive the following error message:
Remote control failed. Error code 7051
Error [7051]: The requested session is not configured to allow Remote Control.
To configure the Windows Server 2003-based server to permit remote control, follow these steps: 1. Open the Group Policy snap-in (Gpedit.msc).
2. In the left pane, under the Computer Configuration branch, expand the Administrative Templates branch.
3. Expand the Windows Components branch.
4. Click the Terminal Services folder.
5. In the right pane, double-click Sets rules for remote control of Terminal Services user sessions.
6. On the Setting tab, click Enabled.
7. In the Options box, click Full Control with users’ permission, and then click OK.

you can also allow it with out permission to get out of the shadowed session press CTRL and the * key over the num pad.