Incoming Remote desktop on a vista machine when a user is logged on locally

I always wondered what the local user sees when I log on via RDP from a remote location.
Well today I finally saw it.

Administrator wants to connect to this machine.

Click OK to disconnect your session immediately or click cancel to stay connected.

Otherwise, you will be disconnected in 30 seconds.

There is no countdown to 0 from 30.

If you are not expecting this message, you have a problem!