Introduction
xrdp is a Remote Desktop Protocol (RDP) Server, allowing RDP clients to be presented an X windows desktop to the user.
Setup
First install xrdp:
sudo apt-get -y install xrdp
Next, change the encryption level to high from the default low:
sudo nano /etc/xrdp/xrdp.ini encrypt_level=high
Next, allow just RDP through the local firewall:
sudo ufw allow 3389/tcp
Finally, restart xrdp and you should be able to connect:
sudo /etc/init.d/xrdp restart