What if you want to RDC a Windows box behind a firewall or NAT? I just had the same issue in which my case was the Linux Firewall/Router in front of my Windows box. So, I simply forwarded one port to my local machine, and another port to the other one. That's it! For my case I used the following (Assuming that eth0 is my WAN ethernet and 10.0.0.5 is the local Windows box):
iptables -A PREROUTING -t nat -i eth0 -p tcp --dport 3389 -j DNAT --to 10.0.0.5:3389
iptables -A INPUT -p tcp -m state --state NEW --dport 3389 -i eth0 -j ACCEPT