If you can SSH into the gateway box, then it's a simple matter of using SSH port forwarding: ssh -L 3389:<private IP of box>:3389 <ip of gateway>
Then point rdesktop at localhost, and it will connect to <private IP of box> via the SSH connection.
If you can't SSH into the gateway box (or any box behind the firewall), then you have to enable port forwarding on the gateway. How you do that, depends on the gateway.
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