I was able to accomplish this with TaskScheduler and Windows Event Viewer logging.
You will need 2 batch scripts. One to disable the checkbox to require password on screensaver unlock and another to re-enable it when your RDP session is over.
Disable script:
reg add "HKEY_CURRENT_USER\Control Panel\Desktop" /f /v ScreenSaverIsSecure /t REG_SZ /d 0
Enable script:
reg add "HKEY_CURRENT_USER\Control Panel\Desktop" /f /v ScreenSaverIsSecure /t REG_SZ /d 1
Have your disable event trigger on Event ID 1149 under TerminalServices-LocalSessionManager
Have your re-enable event trigger on Event ID 24, same place.
TaskScheduler example
Enjoy!