If you are allowing autologin where the system simply boots and supplies itself with a login/password and goes to the desktop without intervention - this is not secure. Anyone with physical access could boot the system and get access with no protections for you. You need a decent login name and password and preferably set the computer to require it, and also require a Ctrl-Alt-Del and not keep the name of the previous user. Disable fast user switching so you can't have sessions running in the background.
As far as RDP, if you want to increase security, use user-accounts and set only a limited number of logins to have remote access ability. Change the RDP port number from 3389 to an alternate address. If you happen to have a firewall hole, anyone malicious would almost certainly scan the usual ports - 137-139, 445, 3389... By changing to an alternete port, it makes it that much more secure.
Thanks for the additional RDP information, I'll try that out. Also I'll set the system to require a password input at login.The RDP account I use is a user-account with Administrator rights, I don't have any other accounts set. Can I keep it this way? – D. Veloper – 2010-09-17T12:00:33.277
1Anyone with physical access already has control of the system. See:
ntpasswd
, hardware keyloggers, Live CDs. – user1686 – 2010-09-17T13:38:36.153