Download universaltermsrvpatch.zip|"Universal Terminal Patcher". Unpack and start appropriate patch file(32 or 64 bit depending on your OS version).

Start appropriate .reg file, and reboot your engine.

If you want to do it all by yourself, here are the “step by step” cookbooks:

http://www.howtechnews.com/2011/01/16/windows-7-remote-desktop-multiple-concurrent-sessions-rdp/

http://www.mydigitallife.info/enable-multiple-concurrent-remote-desktop-connections-or-sessions-in-windows-xp/