I've been having a problem connecting to Remote Desktop on my main workstation for a long time. The problem started in Windows XP SP2, then I upgraded to SP3 and it worked fine for a while, and then it stopped working again.
The problem was that whenever I tried to connect to it, the Remote Desktop client would immediately disconnect, without any error messages or event log entries.
The cause turned out to be my nVidia drivers:
Though I'd expect this problem to be solved with the latest driver, it seems it's existed atleast since May of 2008 and version 175.16.
The following is a quote from Nvidia's site:
"The root of the problem is that the session image space is too small and it can't load any more drivers into it. The session image space is shared for the display driver drivers and printer drivers. rdpdd = remote desktop protocol display driver.
You can fix this bug by increasing the size of the session image space via a registry key. Add the following key:
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Session Manager\Memory Management]
0x20 == 32 MB works on my system anyway."
I added that registry key, rebooted and now it works... I still have no clue why one day it would suddenly stop working but that fixed it and I'm happy with that.
Here is the full forum post