As of rdesktop version 1.5.0 Xinerama is not supported, but ideas for a patch are in http://joyce.webcreations.ca/rdesktop/rdesktop-1.4.1-xinerama.patch.I have slightly modified the patch, and result can be found in http://kom.aau.dk/~raller/rdesktop-xinerama.patch.
sudo apt-get install devscripts build-essential fakeroot
sudo apt-get build-dep rdesktop
apt-get source rdesktop
cd rdesktop-1.5.0
patch -p0 < /tmp/rdesktop-xinerama.patch
debuild -us -uc
cd ..
sudo dpkg -i rdesktop*.deb
Now, when entering fullscreen using Ctrl+Alt+Return, fullscreen only runs on the monitor where rdesktop runs.