Od strony serwera:

To configure the logon settings for a connection

1. On the RD Session Host server, open Remote Desktop Session Host Configuration. To open Remote Desktop Session Host Configuration, click Start, point to Administrative Tools, point to Remote Desktop Services, and then click Remote Desktop Session Host Configuration.

2. Under Connections, right-click the name of the connection, and then click Properties.

3. In the Properties dialog box for the connection, on the Log on Settings tab, configure the logon settings as appropriate for your environment, and then click OK.

   If the Always prompt for password check box is selected and dimmed, the Always prompt for password upon connection Group Policy setting has been enabled and has been applied to the RD Session Host server.

You can also specify that a user is prompted for a password when connecting remotely to an RD Session Host server by applying the Always prompt for password upon connection Group Policy setting. This Group Policy setting is located in Computer Configuration\Policies\Administrative Templates\Windows Components\Remote Desktop Services\Remote Desktop Session Host\Security and can be configured by using either the Local Group Policy Editor or the Group Policy Management Console (GPMC). Note that the Group Policy setting will take precedence over the setting configured in Remote Desktop Session Host Configuration.

źródło: https://technet.microsoft.com/en-us/library/cc730945.aspx

Informacyjnie od strony klienta:

Należy ustawić GPO: Computer Configuration\Policies\Administrative Templates\Windows Components\Remote Desktop Services\Remote Desktop Connection Client\Do not allow passwords to be saved.

źródło: https://technet.microsoft.com/en-us/library/ee791914%28v=ws.10%29.aspx?f=255&MSPPError=-2147217396