Peenie Wallie

Instead of using a Linux proxy to create an SSH tunnel to RDP to your target workstation, just install an SSH server on your target workstation.

http://www.freesshd.com/

What is freeSSHD?

freeSSHd, like it's name says, is a free implementation of an SSH
server. It provides strong encryption and authentication over insecure
networks like Internet. Users can open remote console or even access
their remote files thanks to buit-in SFTP server.

System requirements

freeSSHd can be run on NT based operating system, starting from
Windows NT version 4.0. There are no special hardware requirements,
any computer that can run WinNT will be sufficient. freeSSHd uses very
low amount of resources, but you must keep in mind the memory
consumption of applications that your remote users will use and number
of users as well.

From the article: "Unless I'm mistaken, RDP has a built in level of encryption, but no where near as strong as what SSH offers."

RDP does have built-in encryption. But the private key is publicly known, so man-in-the-middle attacks are trivial.

"Microsoft use another RSA private key to sign the Terminal Server public key and this private key is public ! It could sound strange but this is only the truth, the private key used for the signature creation is hard-coded into mstlsapi.dll and it is dynamically created, used and de-allocated into a subroutine of the "TLSInit" API. Every Windows user has this file ... is this a new kind of public-private key (PPK) ?!?" ("Remote Desktop Protocol: The Good, The Bad, and the Ugly" at www.oxid.it/downloads/rdp-gbu.pdf )

On a private secure local area network (LAN), this is not a big problem.

But if you use RDP over the internet without additional encryption, such as an SSH tunnel, SSL/TLS, IPsec, etc., then you're just asking to be 0wn3d over and over again.