So I have gone back to WHS on my "EX485 HP Mediasmart Server" file server from Ubuntu, decided to try out WHS2011 for a while.
The install went smoothly, files have all been copied back over, and I am particularly impressed by the remote desktop gateway that tunnels the RDP connections over HTTPS.
One little problem is that when you rdp to the server it only takes you into the dashboard, and not directly to the servers desktop. This was 'worked around' in WHSv1 by editing an aspx file, but that approach doesn't work in 2011.
After using dotpeek to dig around in the rdp assemblies, I noticed that it is checking a reg value when it builds the rdp file, and if the value is not set (or is 0) it adds an app alias to the dashboard. The name of this value is "EnableServerRemoteDesktop". So, I opened reg edit and added a DWORD value at "HKLM\Software\Microsoft\Windows Server\RDP" with the aforementioned name, and set it's value to 1, and reconnected to the WHS machine from the remote web page.
This promptly connected me to the windows home server desktop, rather than the dashboard.
Thought I'd post this here, because it seems that most people that are asking this are being told that it's not supported and that they should open port 3389 through the firewall and rdp directly to the server... (or alternatively, rdp via the remote web site to a machine on the network, then rdp from there to the server).
I prefer this method because it means less ports open through the router, and also if you are behind a proxy/firewall you can still access the server desktop over https.