We've got a Remote Desktop shortcut that would connect via RDP to a Windows 2003 server and then automatically run a batch file... this worked just fine when we were connecting to a Windows 2003 server.
Now, we're on a Windows 2008 server and it just won't run. We get connected fine, and can run the batch file okay once we're connected, but we haven't been able to get it to run automatically from the RDP icon.
It doesn't seem to be a user permissions thing since the user that we're logging in as is a member of Administrators... and we can run the batch file once we're already connected.
It's as if there's a setting in Windows 2008 that says: "Let this user login via RDP, but don't let them run any programs automatically." Can you think of why this would be?