Apparently its rather easy to start a virtual machine under VirtualBox in “headless” mode so you can connect to it with an RDP client from another computer:

Instead of using the management user interface to start the VM, use the command line interface and type:
VBoxManager startvm -type vrdp

I didn’t check thoroughly, but I couldn’t get more then one VM available under VRDP – it grabs the local RDP port (3389) and a new machine simply overrides the old one and take the port for itself. Also you can’t “detach the head” of a VM started from the GUI – you have to close it locally and then start it from the command line. Maybe one can use the command line to suspend the VM (savestate), then enable VRDP on it and resume it – it may start a local head or not, I’m not sure, but you can then connect to it with RDP.