Rafeeq is correct.
If logged in to the the machines in a RDP session, you might not receive the "Scan with Antivirus" Context menu.
However, when trying to Take a RDP, try taking RDP console and try again...
For taking a console session, check for Service pack.
If the Local machine form you are taking RDP has XP Service pack 3 or has Windows Vista then ,
Start Run> mstsc/ admin
and type the IP address.
and let us know...