I am experiencing the same problem. Yesterday copying files via remote desktop was working but now I am getting the same problem.
I am also experiencing a simular situation of files being randomly deleted using Windows 7rc 64bit (AMD64). (Directly, not using TS).
When the explorer window is using the "Details" view to browse and work with the files then certain file types (specifically .EXE) just get deleted while browsing the folders. It happens only every now and then.
The main thing is that it ONLY happens in the "Details" view.
When using the "Small Icons" view for several days all is well, switch back to "Details" and they start to disappear within the day.
Hope this observation helps.
[Wierd]