Password will not save for Win2k RDP sessions

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It seems as though after recent windows 2000 updates, or possibly
WinXP RDP
updates, users aren't able to save their passwords on RDP icons that
connect
to win2k sessions. I check the box to save the password during the
username/password prompt, but it asks for it each time. Also when you
check
the properties of the icon it says that there is no username and
password
saved.

Any Ideas?

.