Today, I was struggling with getting some code deployed to a client's test server and called him to double-check FTP credentials and such. He casually mentions having the ability to share your hard drive (and other devices) with a Remote Desktop session. How many times would that have come in handy?!?! Anyway, I dug into it further and it works!
Check out Dan Mork's blog posting on the topic as he does a great job of walking you through the process. (Make sure and check the comments as there is another really good tip there about saving your Remote Desktop connection with your configuration).