File transfer via remote desktop?

It is QUITE possible. Windows XP Mode actually uses the same feature. Fire up Remote Desktop Connection. Then select Show Options → tab Local Resources → More. Check the "Drives" box (to expand it). Listed underneath are all your local drives. Check the ones you want. They will now show up as network drives when you remote connect.

Before you connect though, go back to the "General" tab and click Save As.... Save the RDP file and now you can just click that to fire up your settings and automatically connect every time.

See also:

http://haacked.com/archive/2010/05/17/remote-desktop-file-copy.aspx

“Clipboard RDC” is an open source cross platform utility that uses clipboard to transfer files much like we transfer text to/from servers in RDP. Go give it a try at http://gauravkumar37.github.com/clipboard-rdc