When connected to a remote computer using Remote Desktop Connection (RDC) you can switch among open windows using Alt+Tab. Follow the steps below to do so.
Go to Start-> Run and type "mstsc" in the dialog box.
Click on Options button.
Go to Local Resources tab.
Select "On Remote Computer" from the Keyboard label dropdown.
Click "Connect" and you will be able to use Alt+Tab to switch the windows opened on the remote machine even when the RDC window is not maximized.