Third Ear

Jan is basically correct but there is one "gotcha" avoid. A standard RDP connection feeds the sound back to the calling computer. In the Run box, instead of running mstsc, run mstsc /admin. Click options (in the bottom left hand corner. Pick the Local Resources tab. Click settings. In the Remote Audio Playback section, click the radio button for Play on Remote Computer. The same can be achieved on an iPad2 using the iTap RDP app. Go into Settings...advanced and switch "Console:" to ON and "Sound:" to Play on Server.