Hosted remoteapp problem with credentials when using .RDP

I am trying to setup a hosting evironment for my customers so they can access applications via web (Microsoft RDweb). The solution is running on a new installation of 2008R2
 I have 3 companies who will access this solution.
The solution is working, they can access the webpage and login and execute the application via web.
I have generated a .RDP file via Remoteapp manager and published it to the users desktop so they can execute it. when the user does this, they are prompted for credentials. In the old solution they where only prompted ones and the credentials was stored, so the next day they could just doubleclick and the the app was running with no further credentials needed to be entered.
The customer will not accept that they need to login everytime they open a remoteapp via the generated .RDP (especially when the old solution at the old provider was working, probably on a 2003 server)
It seems like after Server 2008 it is no longer possible to save user credentials in the .RDP. the username seems to be stored but not password, so the user is prompted for password everytime they double click the .RDP.

How do I fix the problem with my customers wont accept to login everytime they open the .RDP, and the fact that the credentials could not be saved.
The server (2008r2) is running in a domain so the user has to logon with Domain\credentials. So I assume that I cannot make the SSO solution, since the user will come with there own credentials e.g. Contoso\username.
Any workarounds?
Have I misunderstood the SSO so I can some how get this to work eventhough I dont know the username and password of the customers own/home AD?

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Don ThomsonCommented:
If you go to the Server 2008 and administratuive tools - terminal services - configuration - right mouse click on the RDP-Tcp  connection and goto properties  - under log on Setting you can uncheck the Always prompt for  a password.
MrbonnAuthor Commented:
I dont have Terminal - Services - configuration.
I found under Administrative tools Remote Desktop Session Host server - Connection - Rightclick on the RDP-TCP - Properties.Here I found the Log on settings, but the Always prombt for password was allreaddy unchecked so it was not the exact solution.
Under the General tab I found that the certificate was the default certificate not the one purchased. I then chose the bought license, applyed this settings, and sudenly everythings seems to be working with no extra prompt for password.
So the issude was due to wrong certificate on the RDP part. I changed this to the same certificate for both IIS and RDP.

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MrbonnAuthor Commented:
The solution was due to certificate issue.
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Windows Server 2008

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