This should help you,
Click Start, point to Settings, click Control Panel, and then double-click Add/Remove Programs.
Click Add/Remove Windows Components.
After the Windows Components Wizard starts, click to select the Terminal Services check box, and then click Next.
For more information about the subcomponents that are included in Terminal Services, click Details. The following sub-components are displayed:
Client Creator Files: Windows uses these files to create installation disks for Terminal Services client computers.
Enable Terminal Services: Windows uses this component to configure the Terminal Services software on your computer.
On the Terminal Services Setup page, click Remote Administration mode, and then click Next.
NOTE: You do not need a Terminal Server Client Access License to run Terminal Services in Remote Administration mode. Therefore, Terminal Services Licensing is not configured for the scenario that is described in this article. A maximum of two concurrent connections are automatically allowed on a Terminal server in Remote Administration mode.
If you are prompted, insert your original installation media.
When the installation is completed, click Finish, and then click Close.
That is the server side sorted.
This should sort the client side,
Hope that helps.