First... if you are fullscreen in your session, the Windows key works like you would expect on the remote computer. So, you are talking about if you have the remote session in a window, and not fullscreen.
But, if BEFORE you hit the Connect button on the Remote Desktop Client, you click the Options button, and then hit the Local Resources tab, you can there decide where to apply the Windows key combinations. Specifically, in FUll Screen, on the local machine, or on the Remote Machine. Microsoft did appear to take the Windows Key into specific consideration here. Why? Because of exactly what you mention.
So, you set that option to be Remote Machine, and then connect. Whenever you minimize the remote window, the Windows key works on the local machine like it should.
Just links as answers is discouraged. Please provide some of the details from that link in your answer to make the answer able to stand on its own! – slm – 2013-02-05T21:11:04.600
1@slm: Will do. Sorry about that. – Shai Cohen – 2013-02-05T21:15:31.290