To span remote desktop across multiple monitors, launch an RDP connection using mstsc /span from the command prompt on your machine. This works on Vista/Windows 7. If you have a Win2K3 machine then you need have Terminal Services Client 6.0 installed. You can download it here.
If you use Remote Desktop Client 7.0 connect to Window 7 or Windows server 2008 R2 remote machine, you can simply check "Use all my monitors for the remote session" to do this.