When you try to do that you will get a message:
"Can't remote control session(ID 0) control is disabled on that session"
To be able to connect to the console session of a windows 2003, and even share the screen with the local user without disconnecting them, you need to perform the following procedure:
http://support.microsoft.com/kb/278845 (see the "how to shadow the console session" part)
The fast answer is to perform this on the remote desktop session:
- Open the Group Policy snap-in (Gpedit.msc).
- In the left pane, under the Computer Configuration branch, expand the Administrative Templates branch.
- Expand the Windows Components branch.
- Click the Terminal Services folder.
- In the right pane, double-click Sets rules for remote control of Terminal Services user sessions.
- On the Setting tab, click Enabled.
- In the Options box, click Full Control without users' permission, and then click OK.