Tabbed Remote Desktop Client for Linux
Solution 1:
Remmina is a GTK+ RDP client:
Tabbed interface, optionally managed by groups
Has a Gnome panel applet, SSH tunnel support, etc.
Solution 2:
I don't know any RDP client that would do that out of the box BUT ...
Some more advanced window managers allow you to tab any windows together. For example, Fvwm can do it with FvwmTabs. My advise is for you to try awesome and its tabulous module. It could with a bit of configuration tab multiples rdesktop windows into a single one.