If your remote desktop closes, and gives you an error, the most likely issue is that you are running out of resources. Please log into your VPS via VNC by going to Services --> My Services and click on your service name, then click the "VNC" button on that page. Once you are logged in on VNC, please check your task manager. Are there enough resources to run RDP? Make sure there is, then reboot your VPS. Now RDP should work.
Otherwise, if it is in combination with other issues, or not working still, check other knowledgebase articles.