I'm guessing you're running IIS on this bad boy server and that's super cool! You'll not need to change a thing amigo, just open up the good old Web Platform Installer and install Application Request Routing and URL Rewrite. Once you've got them installed you can just close and reopen the IIS console (if it was open) then under the main screen open up Application Request Routing and the ONLY thing you need to do is enable the proxy server.
Now for RDP for example, create a virtual directory, name it RDP and point it to an empty folder anywhere on your drive. I still like to drop them in wwwroot myself, but it really doesn't matter. On the options screen for your RDP virtual directory you want to open up the URL rewrite, make a new blank rule and name it something jazzy like "RDP Rewrite" (really catchy right). You want to set the pattern to wildcard, put a * in the box and then at the bottom where it says what to rewrite you'll want to put something like the fillowing:
http://127.0.0.1:(RDP Port you're using)/{R:0}
In case Yahoo parses that it's the { then an R then a : then a zero (0) and a } at the end.
Save that bad boy, restart IIS and then browse to whatever your domain name is /RDP and DONE!
You'll still need to open ports on your router/firewall to allow inbound and outbound traffic on these ports but it should work like a champ. The URL rewrite allows for requests of any kind to come in on port 80 and resolve to whatever other port you need. It's the server using it's local (inside the firewall) IP address so it's pretty fantastic.
You might have a bit of an issue with the RDP now that I'm thinking about it but just be lazy like me - go to www.logmein.com and sign up for a free account. Login to Log Me In on your server and click on the Add Computer button - follow the steps and setup the host on your server. Once it's done you can access it from an iPhone/iPod/iPad, Android anything, Windows Phone/Tablet and PC - pretty much anything you can connect to the web can access it. You'll probably get put on a Free Trail of Pro (which rocks but it's expensive) so after the install just find out how to change it from a Pro to a Free version. You can have up to 10 devices on Log Me In free too so it's pretty awesome!
Anyways URL Rewrite, Application Request and Firewall ports DONE! Good luck and feel free to message me if you run into some snags. I'm just writing this from memory, so I could have missed a step or two.