As part of a monitoring exercise we needed to monitor RDP usage on an RDS farm to get an idea of typical bandwidth consumption and impact as users print etc.
Using perfmon.exe add the following counter
RemoteFX Network/Total Sent Rate(*)
Set the graph scale to something to monitor (here is 100 Kbps). For real-time stats the histogram view is best used here.
To find the association between session number and user, make use of the qwinsta.exe command line utility
Other useful Performance Counters are explained here http://www.applepie.se/remotefx-performance-counters