Yes, I had the same problem... I was using the live boot CD.
I used the built in Desktop Sharing utility and when I connected with the windows RDP client, it gave me a new desktop that didn't have all the stuff my regular desktop did, so it was like I was logged in twice, not actually sharing the desktop, also I had to use my account id and password to connect, not the password I'd set with the Desktop Sharing utility.
When I connected with RDP, it gave me a login prompt that had "Module" "username" and "password"
After much trial and error with various other things, I finally found that if I changed the "Module" from the default "sesman-Xvnc" to "console" (or "vnc-any" it seems) then it changed and only asked for "password" - which was then the password I entered in the Desktop Sharing utility - and also connected to my actual desktop as a standard window-windows RDP type connection would do, which is what I wanted.
Hope that helps...