While connect to a remote computer using windows remote desktop, the normal CTRL+ALT+DELETE or simple Windows key will \
not effect the remote machine, only your local computer. So these shortcuts give you control on the remote computer.
Key combination Function Similar local keys
CTRL+ALT+END Opens the Windows Security dialog box
CTRL+ALT+BREAK Toggles the Terminal Services client display from window to full screen
ALT+INSERT Cycles through running programs on the remote computer
ALT+HOME Displays the remote computer's Start menu
ALT+DELETE Displays the remote window's Control menu
CTRL+ALT+NUMBER PAD MINUS Places an image of active window onto the TS clipboard
CTRL+ALT+NUMBER PAD PLUS Places an image of the entire Terminal Services client on the Terminal Services clipboard
http://sqlblogcasts.com/blogs/simons/archive/2006/02/06/CTRL-ALT-DEL-in-Terminal-Services.aspx