Connecting Directly To the Windows Server 2003 Console via Remote Desktop
Some applications require direct access to the Windows Console to install (in my case, PostgreSQL), and as such it would seem that you have to be at the actual server to install them. Luckily there was a handy trick to get around this listed in the PostgreSQL windows installer docs. Simply start Remote Deskop via command line like so:
This attaches Remote Desktop / Terminal Services directly to the system console, thereby allowing you to install applications which require the system console rather than a remote session.