I guess Microsoft has made changes to the way you connect to the console on Windows Vista SP1. The old way was to type mstsc /console and the new way is to type mstsc /admin. Subtle change, but enough to cause a pain in the hind end.
Source: http://feeds.feedburner.com/~r/GMSFT/~3/238194091/rdp-to-console-after-vista-sp1.aspx