I would recommend logoff instead of just disconnecting from a remote session. Disconnect keeps the session count (limited to just two in Administration mode). When muliple people have logon priveliges this can become a problem. Also note that closing the window or letting it timeout is the same as disconnect. Please do not say that everyone knows the password and can reconnect, that is a whole nother security rant.
If you have a long task, it should be scheduled to run in the background (instead of tying up a console session) and email you upon completion. I define "long" as over 3 minutes.
Applications that require running in a window, instead of as a service, are consumer grade and should not be installed on a server.
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