With Windows Server Operating Systems you should also check following items to set up RDP access:
1. Domain controller Security Policy (or local security policy if server is not in a domain) :
Here the Remote Desktop users group should be added to the marked element .
2. Administrative Tools -> Terminal Services Configuration:
Here under Permissions you should add the Group "Remote Desktop Users"
Here the marked element has to be set to "Not Configured"!allow, business, logon, Server, server operating system, services, small, terminal, XP