Why does a Remote Desktop Redirected Printer Doc appear every time I connect to Windows Server 2003 SBS?

This is probably caused by the printer software that is installed on your computer reacting badly to being exported to the Remote Desktop session.

It seems to have happened to many people, for example this article.

The solution is either to find out which part of the printer software is responsible for it and uninstall it, or, as suggested by @Sling, not to export your printer.

Another possibility is OneNote as described in Remote Desktop Redirected Printer Doc "magically appears"

The issue seems to happen to machines with OneNote 2010 (might happen in older versions too).

The issue starts when you RDP into a Server, the culprits here are our 4 RemoteApp farm servers whom have Office 2010 installed but do not have OneNote.

Once you sign in, you get a prompt from OneNote asking where you would like to save the "printed" file, after that if you disable OneNote or select an alternate printer, the "Remote Desktop Redirected Printer Doc" starts spamming the spooler.

In any case, ensure that your computer is fully patched, also with optional Windows Updates, and download the latest print software from the manufacturer website.

Check remote desktop application settings. Options -> Local Resources -> Printers checkbox should be unchecked. I don't know the source of problem but this help in my case to avoid annoying 'Redirected Docs' in printing queue. BTW, it looks like this settings stored separately for each PC you have connected.