Choose Require Network Level Authentication or Do Not Require Network Level Authentication and then click Next.
Note
If
you choose Require Network Level Authentication, only clients running a
version of Remote Desktop Connection (RDC) version 6.0 and later will
be allowed to use this terminal server. Remote Desktop Connection 6.0
is available for download for Windows XP and Windows Server 2003.
Windows Vista and Windows Server 2008 come with RDC 6.0.