Seektruth787, welcome to the windows 7 forum.
Each machine unless it is a terminal server, has a limit of 2 simultaneous remote sessions authorized.
Clicking the red X in the top right of a RDP session just closes the screen. It does not log you off and
when you reconnect as the same user, it just continues where you left off.
You must use the logoff selection to stop the session and release the connection.
Many of the sysadmins setup the terminal server to automatically log the user off after either some period of inactivity or a disconnect (which is what the red x does)
Rich