I would suggest RDM+ 3.7 instead of microsofts remote desktop client. I have attempted to use rdp on htc vogue on the sprint. And I was never able to get it to work; probably because sprint blocks rdp's ports. RDM+ while expensive is much better. It's easier to customize and it can retain login info for several computers. It even works with windows 7.
Here's the link
http://www.rdmplus.com/rdm/wm/download.html
For your convience I have attached an rdp cab.