Royal TS is the best tool to manage your remote desktop connections and can be downloaded from http://www.code4ward.net

The upcomming version 2.0 will contain a feature to share your documents (containing your connections) via SQL Server.

Supported SQL Server Versions:

SQL Server 2008:

x86 (32 Bit): Enterprise Edition*), Standard Edition, Workgroup Edition, Web Server Edition, Express Edition
x64 (64 Bit): Enterprise Edition*), Standard Edition, Workgroup Edition, Web Server Edition
IA64 (64 Bit): Enterprise Edition*), Standard Edition 

SQL Server 2008 R2:

x86 (32 Bit): Datacenter Edition**), Enterprise Edition**), Standard Edition, Workgroup Edition, Web Server Edition, Express Edition
x64 (64 Bit): Datacenter Edition**), Enterprise Edition**), Standard Edition, Workgroup Edition, Web Server Edition
IA64 (64 Bit): Datacenter Edition**), Enterprise Edition**), Standard Edition 

SQL Azure

Fully supported

For all versions and editions: All service packs and cumulative updates are supported, the newest service pack is recommeded

*) If you use Enterprise Edition the page compression features is used
**) If you use Datacenter or Enterprise Edition the page compression and unicode compressionfeatures are used

I you have to move the database from or to a system that supports/does not support compression you can use this script to convert the tables and indexes to an uncompressed version or use this script to enable compression