I believe I found a solution, here. Instead of disconnecting the way you normall do, disconnect by running this command
"tscon.exe 0 /dest:console"
You could make this a shortcut somewhere,
I tried this, remoting into a windows 7 machine, for one I had to run this with administrative privlidges, but I also had to use a 2 instead of a 0, to find this i opened task manager, under the users tab, it's the ID for my loginin. if the session is first started by the console then this will likely be 0.
(PS Slighty Off Topic) I found this page by googling 'n800 carpc' as I just won an auction on ebay. I'm probably going to be trying something similar, but since I have 2 16gig SD cards I might initially try it without the PC part for a while. Have you yet tried watching video over RDP?