Normally I'll either just close the RDP client window, or click on the Start Menu, then click the "X" (which is disconnect in vista when you're connected via an RDP session)

I've also tried to Logoff (by clicking the arrow, then the logoff item from the start menu), and nothing will get my monitors, keyboard and mouse to response (note, the capslock light works at home, but the screen still won't wake up)

The only way I can get back into the system, is to goto the command prompt and type shutdown -r.