You are right, remote desktop connection will log the current user off. The functionality that you are looking for is essentially Terminal Services in application or administrator mode. This is not supported on non-server oprating systems. You can try alternatives like RealVNC, TightVNC and DameWare. These remote access clients will allow you to connect to a running session; however, if you take control of the desktop, it will cause a disruption to the user.
Have been usng it for years, the latest version is really cool and if you can stretch to the small fee for the Pro version you’ll need nothing else. Logmein
logmein will do the same as vnc, it will allow you to take control of the pc, which will make the user that is physically at the pc lose control. on xp you would have to use the hack that allows multiple rdp clients logged in at the same time, I believe up to 3. but it is a hack and is not supported by microsoft.