The only other thing is to use MMC. You can type mmc at the run prompt and get microsoft management console(mmc). From here you can manually add the snapins you want to administer(i.e. local users and groups, device manager, services, group policy...etc.) When open goto console add/remove snapin -> On the next screen click the add button and select the snapin. You will have the option for local or remote pc. You will need to be logged in as a matching admin account or use "runas" to use an admin account on remote pc.
This should give you the ability to configure most things behind the scenes. If you need to add/configure software then this may not be the solution either. If its important enough they need to wait and let you fix it(although i understand your wanting to do it behind the scenes).
I know with win2000(server for sure) if you used mstsc it would usually create a seperate terminal service connection and not interupt the console connection. This option doesnt appear to exist the same with XP.
hth,
Jason