The protocol is RDP which runs at or above the L3 TCP protocol it defaults
to port 3389

there is an active x interface "Microsoft remote desktop client" add it in
to your project
rdp.Server = "ServernameOrIP"

rdp.AdvancedSettings2.RDPPort = "3389"

rdp.Connect()

Depends what remote desktop you want to use. If you're talking about
Terminal Services (XP Remote Desktop), then you can use the XP Remote
Desktop ActiveX as Michael suggested. I did it and it works fine. 2 clicks
of mouse, 3 lines of code.

If you want to access a VNC server, you'll need to find either an ActiveX
or .NET VNC client. There is a commercial ActiveX VNC client out there and
a few open source VNC clients in C# (Google for them). Tried them all,
neither are really good. Ended up developing my own VNC client in C# which
turned out to be fairly simple (the VNC protocol is documented and very
simple).

Other remote desktop system sometimes offer an ActiveX version of their
clients.