100% CPU when connecting via RDP to remote machine running Matlab (Windows XP)

I sometimes like to login to my work PC from my home to continue working and test things still in my head. I find that if I connect using RDP (=remote desktop protocol, mstsc.exe) and MATLAB is already running (has open windows, OpenGL figures etc) the MATLAB process freezes completely. MATLAB eats away one full processor core and is completely not responding. Can anyone give me a good suggestion on how to solve this? UltraVNC works to some extend but brings new problems and is not allowed by corporate policy etc etc. How to conveniently work with MATLAB over a remote (cable) connection?

Running on Windows XP SP3, MATLAB R2008b, but similar issues on other Windows and MATLAB versions.