Depends on the OS on the TS and the version of the RDP client.
If you run RDP 5.2 on server + client (meaning Windows 2003 server),
then you can configure your client to automatically redirect local
drives, so that they are available within your TS session.
If you run Windows 2000 on the TS, you won't have this possibility.
You can either connect to your local drive with the net use command,
something like: net use X: \\clientpc\c$
or use a utility like TS DropCopy from http://www.analogx.com/contents/download/system/tsdc.htm