mikomraz: What I can only assume to be happening is the program spawns an rdesktop session, but it fails to connect to the remote computer. Currently, I don't have any kind of error dialog to let you know this, but I'll try to get one in the next version. You can run it in xterm by opening xterm (Utilities > X Terminal in the application menu), and typing:
(And pressing enter). The program will open, do whatever you normally do to connect, and post all the output it gives you in X Terminal here, and I'll see what I can do.

And now, for a small development update: I have most features planned for the next release all working. I plan to change how installing will work in the next version, though. The package will be split into two packages: rdesktop-cli, and pyrdesktop. They will both be in maemo extras (I'm working on that part right now). So, keep watching this thread! I should have everything in extras in a day or two...