Ubuntu@Terminal server client: How to exit from full screen mode

I am using Hardy Heron and connecting to remote desktop of Windows XP. But something wrong with Terminal server client when pressing Ctrl+Alt+Enter to exit full screen mode. Here are my fixes:
S1. Turn off Visual Effect by going to System->Preferences->Appearance->Visual Effect->None; That's work on my Ubuntu 8.04, but it's not perfect;

S2. Install compizconfig-settings-manager
         sudo apt-get install compizconfig-settings-manager
    
      And then Disable legacy full screen support in compiz settings manager (ccsm) by going to System > Prefrences > Advanced Desktop Effects Settings Utility > Workarounds > uncheck Legacy Fullscreen Support;

      That's work on my Ubuntu 8.04 too;

S3. Press F8 and I should get options and one is to exit;
      I didn't try this yet;