There are actually also other ways to do the mapping, see. Keep in mind that the subst mappings are not persistent across reboots, of course, so this is mostly convenient for a one-time session of file transfer.
Type mstsc (which launches Remote Desktop). So I recommend to run everything from a single command prompt: Note that it's fairly easily to have problems with this method due to subst performing the mapping only for the user under which it is run. You can very easily share a single folder by using subst to map it to a drive letter, and then selecting that drive in remote desktop. 
Eug wrote what I thing is an extremely useful comment that seems to have overlooked by everyone:
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