I have just been using remote desktop from my home Laptop to run an SSA analysis on my more powerful work PC.
However SSA crashed and locked me out of a file to do a Ctrl+Alt+Delete and free up the file you have to.
Go Start->Run type OSK to bring up the virtual keyboard. Then press Ctrl+Alt on your remote machine and then use the mouse to press the delete key on the virtual keyboard. Now you can end the application session you can not see on the desktop that is locking access to the file.