I don’t know why, but I have lost my remote desktop connection in programs. How can I return this to my programs?

From what you’ve described, you have lost your shortcut somehow. This can be recreated using the method listed below:

Using Windows Explorer, navigate to:

C:\Documents and Settings\All Users\Start Menu\Programs\Accessories\Communications

Right click in the right hand pane and select New>> Shortcut.
This should launch the Create Shortcut Wizard.
In the Location text box, enter: mstsc.exe
Click Next.
Name the shortcut; Remote Desktop Connection
Click Finish.
Test the function of your new shortcut.