My saved credentials do not work.
If your computer is part of a domain, by default you are not allowed to save your credentials when you connect to a remote computer. But you can change this.
Note: You must be logged on as an administrator to perform these steps.
Note: Be sure to capitalize "TERMSRV" as shown. <computername> can either be the name of a specific remote computer (for example, TERMSRV/myremotepc) or you can use an asterisk (*) to include a group of computers (for example, TERMSRV/* or TERMSRV/*.corp.com). <computername> should exactly match the name you enter in the Computer box in Remote Desktop to connect to that remote computer.
Note: This information provided by Microsoft.