Marcel, I don't think the --sport is absolutely necessary, as you normally only have to specify it when it's different, or you're trying to filter on that.. As this should be TCP 3389 from start to finish, it shouldn't be required.
The server is behind a NAT router, whose default behavior is to forward all incoming traffic to the external interface. 192.168.3.1 is eth1. All other protocols originating externally (ssh, smtp, http, https, etc etc) work, I see them logged in the INBOUND_TCP chain.
I was hoping to resolve this without going to the client, but if 6.01 is where I have to go... I'll make the appointment.