DirectX and Remote Desktop
why a DirectX application fails in Remote Desktop Mode?
because DirectX directly talks to the video hardware rather than going
through GDI and/or video driver, thus not allowing the desktop image to
be reproduced in the remote desktop session.
I'll move this thread to the DirectX forum for a better answer...
I suspect that remote desktop, like virtual PC, does not emulate a powerful enough graphics card to run your application.
However, I though that a windowed DirectX app should run just very very slowly as it will have to transfer the entire windows content as bitmap every time. FullScreen I doubt you will see anything.