We had a question recently from a user attempting to use Remote Desktop to run GPULib on a Windows machine. Unfortunately, this is a known limitation of CUDA; due to the way Remote Desktop functions, CUDA (and therefore, GPULib) won't function properly.
However, there is a bit of a workaround -- you can use VNC instead of Remote Desktop to access the machine remotely. VNC essentially screen-scrapes instead of trying to be clever about display APIs, so while display performance will not be as good as using Remote Desktop it should run GPULib applications just fine. Some developers on the NVIDIA discussion suggest a hybrid approach -- the use Remote Desktop to access the remote machine when developing code, and VNC when running it. Using VNC also has the advantage of being platform-independent; both client and server could be Linux, OS X, or Windows.
There are several implementations of VNC, including: