I use Remote Desktop all the time to manage servers remotely, and often I join other people's sessions to troubleshoot something with them, or walk through something or other.
In Windows Server 2003 (and Windows 2000 Server), the easy way to start up Terminal Services Manager is Start -> Run -> 'tsadmin' -> [Enter]. This calls us Terminal Services Manager where I can right-click on a user and click 'Remote Control', and if they approve, I can join their session.
This doesn't work in Windows Server 2008 anymore. The change is ever so slight. In Windows Server 2003 the tool was tsadmin.exe, so typing 'tsadmin' was all that was required to start the tool. Now, in Windows Server 2008, this has been moved to a MMC snap-in and is called tsadmin.msc (plus tsadmin.dll is used silently).
So, to spin up Terminal Services Manager in Windows Server 2003, you can click on Start and your cursor focus will already be in the search box. Type 'tsadmin.msc' and press [Enter] and you'll be in Terminal Services Manager.
If you really don't want to type the '.msc' each time, you could create a batch file to do it for you. Create a file in c:\windows\system32 (which is in the system path already), call it tsadmin.bat and type 'tsadmin.msc' (without the quotes) in the body of the file. Save it and you'll be set. The disadvantage of doing this though is that you won't be practiced up on typing tsadmin.msc on fresh servers, so personally I prefer to just remember the extra .msc now on Windows Server 2008.
Note: If you don't type this often enough to remember 'tsadmin.msc', this has always been available from the Administrative Tools folder. In Windows Server 2003/2000 it's directly under Administrative Tools. In Windows Server 2008 it's one folder deeper under 'Terminal Services'.