C'mon Linc; read. She said the apple icon won't open to force close. Duh.
I had the same issue, couldn't use Command+Option+Escape to open Force Close either. I had to quit all the other programs and then hold down the power button to restart the computer.
If you have the same issue I did (moving mouse jumps you back to RDC) and you can't use the cursor at all, use Command+Tab to open App Switcher to toggle between Apps. You can switch to another app - **don't move your mouse** and use keyboard shortcuts to save and quit. Save all you need to, then quit the apps, one by one. If you don't need to save any work (I didn't), just Command+Tab to highlight the app to be closed, while continuing to hold down Command, press the 'q' key. This should allow you to close all apps but RDC, and once that's done, just hold down the power button to hard shutdown your computer.
Just had to do this on my 2010 MacBook Air (11"); the shutdown options using the power key did not work, as RDC wouldn't close, it just pops up the error "RDC did not close, use the apple menu to open Force Close or press Command+Option+Escape and close the application that way." (Except it won't work, grrr.)
Feel your frustration Margaret, hope this helps.