I found the answer. In MS Remote Desktop there's an initial setup setting where you choose to play sounds on the local device or the remote computer. You want to set that to use the remote computer. Works great!

Mediamonkey for Windows upnp/dlna renderer works great for me, but it stops playing and will not play if I connect to the MM computer by using Microsoft remote desktop client on another computer or mobile device.

Is this scenario workable?

Thanks!