I'm not sure if this is the correct place to ask this since its really a
Windows RDP issue. I am only asking here in case someone has found/knows
the answer. So far I haven't found it.

I can use ZCM DLU to login to a windows 2008 R2 server. That works.

If I try and use RDP from a Windows 7 machine, my ZCM DLU doesn't get the
chance to be used since my Windows 7 RDP client wants a user name and
password before it continues.

On the server itself I used GPedit to set to not prompt for credentials on
the client computer but that hasn't helped. I have set the server to accept
any version of the RDP client.

On windows XP RDP goes straight to the server console screen,