I have been using the screenshot to obtain IE screen captures. This works well when have a remote desktop session to the IE virtual machine. However, I notice that the capture is a black screen when there is no remote desktop session even though the user session still exists.
Anonymous

Yes, that is a known limitation Windows blocking these system calls when the PC is locked. You can use VNC or some similar remote desktop alternative which emulates the remote PC in a different way and not locking the PC when you disconnect from the remote session.