OK, from what I have been able to find there is no solution to this problem. Here are the facts:
If no one is logged into the machine on the other end, then you cannot attach to the console session because the console session is not open. So the work around is either to have someone on the other end log into the server or to use some other software to connect to the server other than the Microsoft Remote Desktop.
I used UltraVNC. I don't like leaving this up on the server all the time so I use RDP to get into the machine, start the VNC server, log out of the RDP session, log into the machine using VNC, do what needs doing, and to close out of the VNC session, just stop the VNC server task. It's kind of clunky to do it this way, but it's the only solution I found.
HEY MICROSOFT, why don't you make your Remote Desktop so an administrator can log onto a machine in console mode without one having to be open. Another suggestion for it is making it so it can be turned on for administrators to log into a machine and join a session a user already has open without an "invitation" from them to do so.