I configured my Mac's Remote Desktop connection to my Windows 7 box to use full screen on my second monitor.   This works great because I can have both my Apple and Microsoft environments accessible at the same time; particularly useful since I have a heavy investment in software, such as image editors, that I would like to continue to use.

The issue comes when I want to use my second monitor for my Xcode screens, I can overlay them on my remote desktop screen but if I inadvertantly click on it my Xcode screens will be hidden.   Fortunately Mac OS X has spaces (virtual desktop) capabilities built in!

If you click on System Preferences and "Expose & Spaces" you will find you can quickly setup this very powerful feature!

I enabled both checkboxes which gave me a space indicator on the top bar - I can either use this or the Command-1, Command-2, etc., etc., to switch between spaces.   I'll load remote desktop in space 1 and then click Command-2 to go to my second space (note I switched from the default control keys to command keys - see bottom arrow) When I need the remote desktop I simply hit Command-1.