One runs Remote Desktop Connection. Go to Options, local resources tab,
check off disk drives under local resources, and hit connect. You will get
a warning message.
Think a bit about this warning message, especially from the perspective of
the network manager at the site you are connecting to. A virus infection on
your machine could travel via this connection to the machine you are
connecting to. Perhaps not easily, but it is certainly possible. Be
careful out there.
After you OK out of the error message (!) connect. Once connected, open My
Computer on the host machine. You will see your local drives listed after
all other drives at the host. Just drag and drop.