Ja, CTRL+ALT+Delete vil lukke din PC ned, og ikke den Remote. Så her er løsningen.

Windows also includes an elevated mode of running programs which does not prompt you for UAC permission, but also does not disable the UAC. To run a program with elevated privileges, follow these steps:

Click Start (or press the Windows key).
Type the name of the program.
Press CTRL+SHIFT+ENTER
For example, to run Notepad.exe with elevated privileges (suppose you want to edit your computer’s HOSTS file), press Start (Windows key on keyboard), type “notepad” then hold CTRL and SHIFT while you press ENTER. You may be prompted to allow elevated privilege; if you accept, notepad will have elevated privileges (and will allow you to open/make changes to the HOSTS file).