I’m not entirely sure why this was happening but when I used Remote Desktop (RDP) to connect to a remote machine running Windows Server 2008 and Terminal Services, my credentials were not being saved when I told RDP to save them.
They were always saved when I logged into servers running Windows Server 2003. In case you’re wondering my local machine runs Windows 7.
To fix this I did the following:
On the run window or on the start menu’s text box, type “gpedit.msc” (without the double quotes) and then hit enter.
You want to enable AND edit the server list for the following two parameters under “Local Computer Policy > Computer Configuration > Administrative Templates > System > Credentials Delegation”
- Allow Delegating Default Credentials with NTLM-only Server Authentication
- Allow Delegating Saved Credentials with NTLM-only Server Authentication
You must enable each setting and add “TERMSRV/*” to the server list:
Your credentials should now be saved when you use RDP.
Pedro Liska 
Thanks Pedro! You rule!
Thanks for showing the process Pedro.
That’s why I say that an article shouldn’t be hard to be useful ;). I did enjoy this tip for saving credentials in RDP. I was struggling with it.