Windows 7 and Windows 8 has this amazing feature to connect to a RDP setting published in the format : https://servername/RDWeb/Feed/webfeed.aspx
If you use this url in windows 7/8 it connects (after to proper authentication) and grabs all the applications published to your user and adds it to start menu of your computer.
However, if you try to connect the same using a xp with sp3. this does not work easily.
To achieve this, do following:
1. Download microsoft update and install it on your system
2. Turn on CredSSp. Refer to this link.
3. Restart your machine
4. Now go to start –> all programs –> accessories –> remote desktop connection.
5. Add servername (from https://servername/RDWeb/Feed/webfeed.aspx and ), credentials and here you go connected to host machine.
Hope this helps !
Feel free to let me know if I missed something.
I want to thank numerous online links which helped me do this setting.