Closing a Windows Remote Desktop connection leaves the host machine locked, but it is possible to create a shortcut that will close the session without locking the screen.
The Show taskbar notifications setting in Windows 7 Media Center (found under Settings>General>Startup and Window Behavior) toggles the appearance of a little red dot in the taskbar when a program is recording.
Tucked away in the Clock app that ships with the iPhone is a Timer feature. When the timer finishes, the default action is to play a ringtone, but by tapping the "When Timer Ends" button, you can change this behavior to "Sleep iPod."