You need to install rdesktop package for this purpose. For RHEL machine you can use the below command
To check for existing package
# rpm -qa | grep rdesktop
To install a new package
# yum -y install rdesktop
Once the package is installed run the below command from the GUI console of your Linux box
NOTE: rdesktop will only work from GUI console and not from CLI or putty
# rdesktop (machine_name_to_connect)
# rdesktop 192.168.1.7
And this should do the magic.
In case you get any graphical console related error follow the below link
Xlib: No protocol specified
Iptables rules for rdesktop
To allow a particular subnet to which your machine can connect
# iptables -I OUTPUT -d 192.168.1.0/24 -p tcp --dport 3289 -j ACCEPT
To block a subnet to which your machine can connect
# iptables -I OUTPUT -d 192.168.1.0/24 -p tcp --dport 3289 -j REJECT
Iptables rules to allow/block ssh incoming/outgoing connection in Linux
Iptables rules to block/allow icmp ping request in Linux
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