RDP limitation but I posted a possible workaround in another thread. Pasting it here. please let me know if this works.
Try logging in as administrator first.

Type in netplwiz into the start menu search box.

Uncheck the box that says “Users must enter a user name and password to use this computer”, and then hit Apply. 

You’ll see a username and password box. Enter in the appropriate information here and hit OK:

Now the username will still auto logon but now it will have a password to it which may be the answers for your situation.

Wyse PocketCloud Team

Roxon,

The requirement to use the password during rdp connection is not the limitation of our app. Please use password.

Wyse PocketCloud Team

No, the *** didn't work - it screwed up the computer.
Any action in Windows 7 which required a security elevation now prompted 
"To continue, type an administrator password, and then click Yes."

But THERE WAS NOWHERE TO ENTER A PASSWORD - and Yes was disabled, so i could just click No - and couldn't do much in Windows 7.
I spent hours on this, and everywhere people were saying the only chose was to format and reinstall Windows 7.

Then finally I found this page which I link to as an aid to others:
http://blog.unixwiz.net/2009/05/wind...-password.html