In order to initiate the secure connection, you'll need to connect with SSH:
ssh -T -L 3390:myrdpserver:3389 -C -N username@mysshserver
To break this down,
- The "-T" tells SSH not to allocate a tty for shell related activities. This is an optional parameter.
- The "-L 3390:myvncserver:3389" tells SSH to forward port 3390 on the local machine to port 3389 on myvncserver.
- The "-C" tells SSH to employ compression. This is additionally useful because RDP also does not employ compression. This is an optional parameter.
- The "-N" tells SSH not to execute a shell or commands. Since your purpose here is to connect via RDP, you don't really need the SH part of SSH here. ;-) This is an optional parameter.
NOTE: If you're using Windows XP Pro, the Remote Desktop Connection application will complain about connecting to localhost because you are (possibly) running a terminal server locally.