>>

Control+Alt+End

>>This is the equivalent of Control+Alt+Delete on the remote desktop.
>>
>>Select "Task Manager"
>>
>>once it opens go to the menu and select "File" and "Run New Task" and in the input box type "CMD", this will open the command window
>
>Thank you, Hugo. This works!

Alternately, win+R will get you straight to "Run new task", but I'm not sure on which machine, i.e. will it be on your local box or inside the RDP session. Depends on your remote client and how it passes these kinds of key combinations (or doesn't).