When you VPN into another network with a tool like the Juniper or Cisco clients, a virtual adapter is created which establishes a connection at layer 2, allowing the remote terminal to appear to be physically connected to the remote network, and as such it is no longer connected to the local lan. additionally, IP settings on that adapter and the system, like default gateway and DNS server addresses are altered to fit the remote network.
Split-Tunneling refers to operating the VPN at layer 3, such that only IP traffic destined for the remote network passes from the client into the VPN tunnel, and other IP traffic is passed to the local lan per standard routing rules.
in your client, look for the settings described here:
http://kb.juniper.net/InfoCenter/index?page=content&id=KB3054
For Juniper, Split tunneling needs to be allowed by the remote VPN tunnel endpoint device, but if it is not, see here for some tactics: http://www.digitalinternals.com/network/workaround-for-juniper-vpn-split-tunneling-restriction/124/
Finally, you may need to make sure that the service (RDP) is bound to the correct IP address/adapter after connecting to the VPN. you can do this in and elevated powershell with netstat -abno | findstr 3389
or in BASH with sudo netstat -ntlup | grep 3389
and noting the IP address shown. it must be an address on your lan, or 0.0.0.0. if it is 0.0.0.0 then the default gateway exit interface and ip address must be pointed to your LAN, not to the VPNs remote network. if your service points onto the vpn, then you will have to research how to specify adapter/address bindings for the service in question.