Shortcut for "untrapping" keyboard

Hi,

I run my RDP sessions in windowed mode and set up to always use keyboard shortcuts inside the RDP session when it is in focus.

Is there some kind of keyboard shortcut to "untrap" the keyboard from the RDP session so you can ALT + TAB out of the session?

Thanks!

/Lasse
edited by lasse.j5 on 12/18/2013