Archived from groups: microsoft.public.windowsxp.work_remotely (More info?
You can remove the X easily enough. Edit the connection and click on
the "Display" tab, set the size to "Full screen", and uncheck the
option "Display the connection bar when in full screen mode."
Perhaps by applying the right permissions, you could prevent the user
from modifying these settings, but just to state the obvious... This
won't "force" the user to log off correctly, but it might encourage