Jens found this in the help file for Remote Desktop Client on Vista 🙂
Q: Is there dual monitor support for Remote Desktop Connection in this version of Windows?
A: Remote Desktop Connection supports high-resolution displays that can be
spanned across multiple monitors. The monitors must be the same height
and aligned side by side. To have the remote computer’s desktop span two
monitors, type Mstsc /span at a command prompt.
Note: This feature is sometimes called continuous resolution. To toggle in and
out of full-screen spanned mode, press CTRL+ALT+BREAK.