I've just tried the portable version of 1.71 Beta 3 in a virtual machine with a virgin Windows 7 install.
The 'Components Check' panel says that in order to get RDP working, I just need to use 'Start->Run', and then
For 99.9% of people running Vista or higher, this isn't going to work due to UAC. What they will see is an error saying that "the call to DllRegisterServer failed" (see attached screenshot).
I suggest updating the instructions to say that this command needs to be run from an Admin command prompt.