What ISP Service do you have? Cable or DSL?
What ISP Modem do you have? Stand Alone or built in router?
What ISP Modem make and model do you have?
If this modem has a built in router, it's best to bridge the modem. Having 2 routers on the same line can cause connection problems.
To tell if the modem is bridged or not, look at the routers web page, Status/Device Info/Wan Section, if there is a 192.168.0.# address in the WAN IP address field, then the modem is not bridged.
Does RDP use specifc ports? If so, then you might need to set up port forwarding or some Firewall rules to allow RDP thru the FW with out hassles.