I've converted @barfoon answer to a registry script, to allow its automated deployment... Or just saving the hassle of navigating through gpedit.msc:
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Windows NT\Terminal Services]
"DisablePasswordSaving"=dword:00000000
[HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Windows\CredentialsDelegation]
"AllowDefaultCredentials"=dword:00000001
"AllowDefaultCredentialsWhenNTLMOnly"=dword:00000001
"ConcatenateDefaults_AllowDefault"=dword:00000001
"AllowSavedCredentials"=dword:00000001
"ConcatenateDefaults_AllowSaved"=dword:00000001
"AllowSavedCredentialsWhenNTLMOnly"=dword:00000001
"ConcatenateDefaults_AllowSavedNTLMOnly"=dword:00000001
[HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Windows\CredentialsDelegation\AllowDefaultCredentials]
"1"="TERMSRV/*"
[HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Windows\CredentialsDelegation\AllowSavedCredentials]
"1"="TERMSRV/*"
[HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Windows\CredentialsDelegation\AllowSavedCredentialsWhenNTLMOnly]
"1"="TERMSRV/*"
[HKEY_LOCAL_MACHINE\Software\Policies\Microsoft\Windows\CredentialsDelegation\AllowDefaultCredentialsWhenNTLMOnly]
"1"="TERMSRV/*"
Just save this in a filename.reg
file, double click it and enjoy.
Thanks Neil - I actually found a more comprehensive solution linked on my own answer. – barfoon – 2010-05-12T12:39:32.357