Type the name of the remote computer you want to use, select the screen size for your connection, and then click Connect.
Leave the server name blank to connect to my machine.
When the connection page opens, you can add it to your Favorites for easy connection to the same computer.
When you are finished please, always use LogOut instead of Disconnect. A session opened and left disconnected will eat resources on my machine, and will be reconnected next time a user with the same name will log on!
The LogOut button can be found in the StartMenu/Settings/WindowsSecurity dialog