Another quick note on a shortcut that I do not need often enough to always remember – therefore thinking that it might be useful for others, too:

Usually, you bring up the Change Password / Open Task Manager screen when you Ctrl-Alt-Del. However, if you try this in a remote connection via RDP, it will not open in the remote session, but rather on your local host. There is however an easy alternative: Ctrl-Alt-End works for an RDP connection as does Ctrl-Alt-Del on a local system.

Problem solved.