MS RDC for MAC and insert Key

I am running Lion MAC OS X 10.7.2 and use the Microsoft Remote Desktop Connection Client for Mac version 2.1.1(110309). When I am in the remote desktop session I am not able to go into an insert mode. My MacBookPro obviously doesn't have an insert key and all key combination I found on several user forums don't seem to work for me. I tried FN + return or Fn + RghtCommand + delete but neither one worked.

Any help would be greatly appreciated.