I have set up Remote Desktop on two remote windows machines. One is Windows 7. Connection works fine. (Thank you, very useful.) The other is Windows Server Essentials. Connection process seems to work fine until it gets to "Established, waiting for incoming data". And there is stays. Is this a function of it being a server or might there be some other cause. Remote Desktop is configured the same as on the Win7 machine.
What is the exact version of Windows Server Essentials you are using? What version of remote desktop is installed on that server and your main computer?
Based on some old cases where similar issues were reported, I would say that there is no specific solution for this issue and according to the info in old tickets, getting stuck on "Established, waiting for incoming data" happened from time to time in different systems and it was usually resolved by completing some common troubleshooting steps like rebooting the server or checking the Firewall or Antivirus settings and whitelisting the Remote Desktop tool.
It looks like something may be preventing the Remote Desktop tool from establishing a connection, so I would start with suggesting to make sure that RD is whitelisted on the machine he's trying to connect to.