Recently I acquired a hand-me-down server to use for 'playing around'. I decided to start off by installing Windows Server 2003 R2. The install went well and I was eventually presented with the Administrator's console. This screen presented an opportunity to download and install security updates (Windows Updates). It also provided an opportunity to configure Automatic Updates. Seeing this, I then went into My Computer->Properties and configured the server to accept Remote Desktop Protocol. Then I retired to the comfort (Friday night) of my den and my trusty notebook. I attempted to access the server's console via RDP. I wasn't allowed to. I figured the Windows Firewall might be preventing access. My attention turned to Friday night (in-)activities.
Today, I went back to the server room (my office) and installed the security etc downloads and configured the server for Automatic Updates. When I completed these, and went to close the initial screen, a message popped up saying that after I closed the screen, connections to the server would be allowed and to be sure to consider the security aspects of this (not their exact words...). Once I closed it, I then tried again to access the server via RDP and was successful. So... If you install R2 on a server and want to use it in the network, you will first have to navigate the security update screen.