First of all, I can tell you that it is not the RDP connection that is causing the problem, I use it dozens of times daily here and can tell you that DNN does not care whether you are logged in locally or via Remote Desktop.

That being said, you will need to figure out why it isn't working.  Log in locally into the computer using the same login and see if it works first.  That will rule out whether the problem is associated with the computer or your login technique.