Each Windows VPS is assigned a certain number of concurrent Remote Desktop connections. If these connections are left open, or disconnected you will need to use the following method to connect to your server.
Click Start > Run
and type "mstsc /console" (minus quotes)
This will open a Remote Dialog box. Enter your server name or IP address and connect.
Close any unwanted/disconnected sessions
On your remote server, click Start > Administrative Tools > Terminal Server Manager.
In the "Users" window, right click on open sessions and select "Log Off".
Configure your server to automatically log off disconnected sessions
On your remote server, click Start > Administrative Tools > Terminal Services Configuration
Right Click on the RDP-Tcp connection icon in the right hand window
Select the "sessions" tab in the RDP-Tcp Properties dialog box
Check the "Override user settings" check box
Select 5 Minutes in the dropdown box for "End a disconnected session" and click OK
