If you are using SSL, see this technote for details.
In particular, it is important to set up your security layers
The three available security layers are:
SSL (TLS 1.0) SSL (TLS 1.0)
will be used for server authentication and for encrypting all data
transferred between the server and the client.
secure layer that is supported by the client will be used. If
supported, SSL (TLS 1.0) will be used. If the client does not support
SSL (TLS 1.0), the RDP Security Layer will be used. This is the
RDP Security Layer
Communication between the server
and the client will use native RDP encryption. If you select RDP
Security Layer, you cannot use Network Level Authentication.
And the Encryption Level:
Data sent from the client to the server is encrypted using 56-bit
encryption. Data sent from the server to the client is not encrypted.
Client Compatible Encrypts client/server communication at the maximum
key strength supported by the client. Use this level when the terminal
server is running in an environment containing mixed or legacy
clients. This is the default encryption level.
client/server communication using 128-bit encryption. Use this level
when the clients accessing the terminal server also support 128-bit
encryption. When encryption is set at this level, clients that do not
support this level of encryption will not be able to connect.
*Compliant* All client/server communication is encrypted and decrypted
with the Federal Information Processing Standards (FIPS) encryption
algorithms. FIPS 140-1 (1994) and its successor, FIPS 140-2 (2001),
describe U.S. government requirements for encryption.