RunLevel3 not saving RDP

I have a home server set up with Fedora 17 XFCE
Its set to use RunLevel3 as theres no monitor

I rdp to the server which gets me a GUI session but when I close the RDP session and come back to it later it creates a new session instead (not sure what happens to the old session)

Does anyone know if this is because the server is set to RunLevel3 so it doesnt save it?

Thanks