Added a new user with appropriate permissions and membership in the right security groups and he cannot connect with remote desktop connection or with remote web workplace. Double checked his memberships and it is identical to the those of a user who can connect. SBS 2008 with SBS 2008 STD as terminal server. I've checked firewalls, antivirus, all the terminal server modules, network policies aren't active, etc. User is able to log on to local computer ok and can log on to exchange to check email.