The RDP setup is fairly straight forward. There is no special settings that impact speed.
The first time you connect through RDP, windows will need to set itself up, but after that it should be fast.
Have you tried from another computer to see if you have the same speed issues ?
What wifi equipment do you use?
Are you using Compact SQL or SQL Express?
Are you experiencing any speed issues on the main computer?
Have read my setup tutorial ?