I found a solution for my problem while writing my question !
Going into my remote session i tried two key combinations, and it solved the problem on my Desktop : Alt+Enter and Ctrl+Enter (i don't know which one solved the problem though)
I tried to reproduce the problem, but i couldn't... but i'm almost sure it's one of the key combinations described in the question above (since i experienced this problem several times)
So it seems the problem comes from the use of RDP (windows7 and 8)
Update 2017: Problem occurs on Windows 10 aswell.