From Jeff Key:
I don't know how many times I've installed Windows, unhooked the monitor and keyboard, then tried to Remote Desktop in...and nothing, because I hadn't turned on Remote Desktop. I did it again today and quickly found a great answer: a single registry value! Check it out:Windows Server Hacks: Remotely Enable Remote Desktop
Nice! I've run into to this quite often myself. Glad to see there is a way to get around it...