Building WHS: Remote Desktop instead of Console
One of the cool things about WHS is the ability to remotely connect to the server via a webserver, or if you need a bit more control you can use RDP to connect to any running (that is, turned on and running the Connector app) inside your network. By default you can't remote into the server - you get the "Home Server Console".
If you do want the full remote desktop, open up C:\Inetpub\remote\rdupload.aspx in Notepad, find the line MsRdpClient.SecuredSettings.StartProgram = "HomeServerConsole.exe -b" and replace (or copy and comment out the first line) with MsRdpClient.SecuredSettings.StartProgram = "explorer.exe".
Save and exit, and you're done.
Be aware this gives you full access to your server, so you really should use as strong a password as what you can manage.