I've done this recently, the exact same thing that you need.

In addition to what Mike says when setting up a new remote desktop connection, is that the .rdp file you probably downloaded from AWS is just a text file. Open it in e.g. Notepad++ and use the info when you create the new RDC connection.

In short copy the "full address" after the last ":" from the .rdp file and paste it t the "Computer" name field in the RDC dialog. You then have to click the "edit" link, then "More choices" and then "Use a different account". Now you can enter the user name and pw you created at the AWS server.

Hopefully that will work for you. Good luck.