There is an issue when attempting remote connections from Windows XP SP3 through the latest greatest Microsoft OS suite for Small Business that is based on Windows 2008 R2 and the correlating Remote Gateway implementation. You need to install two things to make this work:
Here are the links:
· http://www.microsoft.com/download/en/details.aspx?id=20609 – XP RDP 7.0 client – doesn’t require restart
· http://support.microsoft.com/kb/951608 – Microsoft FixIT – repairs Credential Security Support Provider (CredSSP) Service in XP – requires a restart
**ref** SBS 2011 release documentation which covers the second linked fix above and other possible remote connection issues:

