I recently had to change my network password while I was remotely connected to my desktop at work. The Ctrl+Alt+Del doesn't work since it locked my home computer and that was not my intention. The keyboard short-cut for when you'd like to change your password (and for that matter to lock your computer or get to task manager) in a Remote Desktop session is:
CTRL+ALT+END
If you're looking for other keyboard shortcuts, search for this: "Keyboard Shortcuts in a Remote Desktop Session" or here is another link: http://technet.microsoft.com/en-us/library/bb457106(TechNet.10).aspx
