If you need to install Microsoft Remote Desktop Connection 2 for the Mac, the disk image that comes from microsoft.com contains an mpkg installer, not an application. To use it, you have to run the installer with root privileges in order to install the simple Remote Desktop Client application, not to mention the installer also comes with Office2008_en_autoupdate, Office2008_en_errorreporting, and Office2008_en_helpviewer.
I really don't want to run the installer, I just want to install the application in the OS X way, via a simple drag and drop, and without the extra programs.
Well I found out I can Control-click on the Remote Desktop Connection.mpg, choose Show Package Contents from the pop-up menu, and navigate into the Contents » Packages folder. In that folder, Control-click on the Remote Desktop Connection.pkg file, and again choose Show Package Contents from the pop-up menu. Finally, browse into the Contents folder and copy the Archive.pax.gz file to your desktop. Double-click on that file to extract its contents, and you will get Remote Desktop Connection.app. Now just drag and drop that file to the folder where you'd like it to reside, and you're done.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20081020145947953