I just do it:
cp /usr/share/rdesktop/keymaps/en-us /usr/share/rdesktop/keymaps/ru
vim /usr/share/rdesktop/keymaps/ru

then replace map 0x409 -> map 0x419 in this file

Note - if keyboard layout toggle same in linux and windows - it`s very bad.
Make different toggles, ctrl+shift in windows and alt+shift in linux and be happy :)