Disconnecting from a remote session within Windows is preferred rather than shutting the remotely accessed machine down. When ending the session, if you use the Shut Down option, you will power down the remote computer and that computer will no longer be accessible.
Instead of using the Shut Down option, please use the following:
- Close the remote window: You can temporarily disconnect from a session by clicking the X (Close button) on the connection bar (the horizontal bar at the top of your screen). This leaves your programs running so that, next time you connect, you can continue where you left off.
- Disconnect: In the Remote Desktop Connection window, click the Start button (Windows icon, lower left), choose Disconnect.