In order to allow multiple concurrent sessions on Windows Server 2008 R2 you have to perform the following steps:

– Start -> Administrator Tools -> Remote Desktop Services -> Remote Desktop Services Host Configuration
– Double click the “Remote Desktop Licensing Mode” under the “Licensing” Title
– Uncheck the default behaviour of “Restrict each user to a single session”.

Now you can connect with 2 clients to the same machine without loosing your session.