If you are using in in the Application Server mode (lots of users connecting to a single server to run Word, Excel etc) then yes it gets complicated.
Yes, that is exactly what I was seeing so I was having second thoughts.

You can just run in Remote Adminstration mode, which allows two simultaneous connections at a time.
That is exactly what I did.

Thanks Andy, looks like I did everything EXCATLY like you said. This can come in handy here at the office and I'm looking forward to using it on my Music Server