Evan, below are two links which might give some useful info. It looks like you need to use CTRL+ALT+END instead.

Keyboard Shortcuts in a Remote Desktop Session - http://www.microsoft.com/technet/treeview/default.asp?url=/technet/prodtechnol/winxppro/reskit/pree_rem_qsva.asp

and

Key Combinations Do Not Work on Remote Desktop Client When Connecting to Windows NT 4.0 Terminal Server Edition - MSKB#302568


HTH


>I have been using VNC (a free remote access tool like PC Anywhere) to remotely configure my server. When I am done, I lock the console remotely by sending a CNTRL-ALT-DEL then choosing "Lock Workstation". I've recently learned how to connect with remote desktop to the Windows 2000 server to do admin functions. How can I lock the console using remote desktop? I seem to have to log out.