In this example I am running Ubuntu 7.10 but this should work the same way in more updated releases such as Ubuntu Lucid 10.04 or Ubuntu 11.04 (Unity). The Terminal Server application is installed by default, so this makes things very simple.
Gnome 2:
- Click on Applications > Internet > Terminal Server Client

- Enter in the server name or IP address
- Set the Protocol to RDP
That's all the information you need. You can enter in the domain name, user if you want to, but is not required.
- Click Connect

Enter in your username and password

You should now be connected.

Unity:
Things are done almost the same in unity as in Gnome 2. The only difference is how you launch Terminal Service Client.
- Click on the Ubuntu icon in the upper left hand conrer

Click on Internet Apps

Click on Terminal Service Client

Enter your server name.

Click Connect
Login to new server

Hope you found this useful!