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When you’re through with a Remote Desktop Connection session, you can either disconnect or log off.
If you disconnect, your programs continue to run on the remote computer. It’s effectively like pressing the Windows logo key+L with Fast User Switching enabled: the Welcome screen is visible, and the remote computer is available for another user. If you log on later—either locally or through a remote connection—you can pick up right where you left off. To disconnect, in the remote session, open the Start menu and choose the big red X that indicates Disconnect (it appears in place of the power button). A simpler alternative is to click the Close button on the title bar of the remote session. Either way, a confirmation dialog box awaits your answer before Remote Desktop Connection pulls the plug.