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As an IT consultant, I remote into several dozen servers throughout my days for maintenance and support. I prefer to use straight RDP in a windowed fashion, so I can have several open, and easily flip between them, without messing up the flow of my other apps. I don't save the entry, as it is faster for me to type it from the run line then to find a saved [out of 50] RDP file for a particular connection. I will use the following on a command line:
Connecting to server for first time:
"mstsc -v: server.domain.com"