Here is an issue you might encounter on Windows 7 if you are trying to connect to Remote Desktop Web Access (RD Web) or use Remote Desktop Connection with a gateway that is hosted by a Windows Server 2012 (R2) server.
You browse to the RD Web URL, log in and click on the application you want to launch. It appears to start connecting, but then prompts you for credentials. You put them in, click OK and wait a while… it appears to be connecting… and then the credentials box appears again. This continues forever in a loop.
Similarly if you try to RDP to a machine inside your corporate network with a RD Gateway server set, you enter the computer name and your username and click Connect. You are prompted for a password, enter it and click OK, but a few moments later the credentials box appears again.
This is likely being caused by the version of the Remote Desktop Protocol you are running being version 7.0 (Windows 7 RTM) or 7.1 (SP1 onwards). To connect to RD Web or use a gateway being hosted by a Windows Server 2012 (R2) server you must be running Remote Desktop Protocol 8.0 or 8.1. This is achieved by installing the following three updates (in order):
To check what version of the Remote Desktop Protocol you are running open up an Remote Desktop Connection window and click on the title bar icon, select About and the version is presented in the last line (mine says “Remote Desktop Protocol 8.1 supported.”)