I installed latest Lubuntu linux from http://www.lubuntu.ru/ and xrdp like following:
"sudo apt-get install xrdp"
After this I tried to connect to Lubuntu mashine and got a blank window instead of UI. (https://www.dropbox.com/s/71f1cf31psxbvdi/empty.png)
I tried to connect from: Win7 and Ubuntu linux. Results are same.