All of us using RDP for remote administration need to get this patch:
MS12-020 - Critical : Vulnerabilities in Remote Desktop Could Allow Remote Code Execution (2671387) - Version: 1.0
Tue Mar 13, 2012 07:00 from Microsoft Security Bulletins
Severity Rating: Critical
Summary: This security update resolves two privately reported vulnerabilities in the Remote Desktop Protocol. The more severe of these vulnerabilities could allow remote code execution if an attacker sends a sequence of specially crafted RDP packets to an affected system. By default, the Remote Desktop Protocol (RDP) is not enabled on any Windows operating system. Systems that do not have RDP enabled are not at risk.
I read today that there's already a proof-of-concept exploit out there which uses this to remotely crash your machine into a BSOD. You have been warned!