This could be the MTU issue. This search result may help,

Troubleshooting terminal server issuesTroubleshooting Remote Desktop Connection. Black screen while connecting to TS. Cause: 1. MTU size may be too high. 2. you may have a print driver problem. ...
     http://www.chicagotech.net/troubleshootingts.htm

Bob Lin, MS-MVP, MCSE & CNE
Networking, Internet, Routing, VPN Troubleshooting on http://www.ChicagoTech.net 
How to Setup Windows, Network, VPN & Remote Access on http://www.HowToNetworking.com 
 Attempting to do Remote Desktop connection from a PC using XP-Home to a PC
 using XP-Pro at employer's location through VPN tunneling connection. Using
 Linksys
 QuickVPN Client at XP-Home PC, Linksys router, DSL modem, into Bellsouth
 network. Far end of VPN connection is a router within a corporate
 network served by TimeWarner RoadRunner cable broadband.
 The VPN connection establishes correctly. Using windows
 Command Prompt, I can ping the target PC once the connection is established.
 However, when I launch Remote Desktop
 application with a known good username and password, the Remote Desktop
 toolbar shows at top of my screen, but the remainder of my screen stays blank.
 After 20-40 seconds, I get a notification panel indicating that the remote PC
 is disconnecting, and the screen view changes from blank-with-Remote-Desktop-
 toolbar back to my desktop. Other persons working from their homes using the
 same VPN client and same target PC username/password do not have this
 problem and can establish Remote Desktop without problem. This behavior
 is the same whether I have my mcafee firewall enabled or disabled.
 How to solve this problem?