Microsoft has released a Remote Desktop Connection Client 2.0 beta for Mac (available for download from the right-hand side of this page). The app has a proper package installer and is a real Unix executable. This means that you can run multiple copies of it at the same time without making multiple copies of the application.
Here's the AppleScript code to facilitate launching it multiple times:
property RDPathMac : ""
on run
if RDPathMac is "" then
tell application "Remote Desktop Connection"
activate
set RDPathMac to (path to application "Remote Desktop Connection" as text)
quit
end tell
end if
tell application "Finder"
if not (exists RDPathMac as alias) then
tell application "Remote Desktop Connection"
activate
set RDPathMac to (path to application "Remote Desktop Connection" as text)
quit
end tell
end if
end tell
set RDPath to (POSIX path of RDPathMac) & "Contents/MacOS/Remote Desktop Connection"
do shell script quoted form of RDPath & " &> /dev/null &"
quit
end runMac OS X Hints
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