From Remote Desktop Services (Terminal Services) Team Blog
Starting with Windows
Server 2003 SP1, it is possible to provide server authentication by
issuing a Secure Sockets Layer (SSL) certificate to the Remote Desktop
server. This is easy to configure using the “Remote Desktop Session Host
Configuration” tool on Server operating systems. Though no such tool is
available on Client operating systems such as Windows Vista and Windows
7, it is still possible to provide them with certificates for Remote
Desktop connections. There are two possible ways to accomplish this. The
first method is using Group Policy and Certificate Templates, and the
second one is using a WMI script.