This tip comes from Matt, who has done an amazing amount of detective work to find out the cause of the error below:

Vista uses a larger MTU size than the older client.

The new RDP client is set for do not fragment packets.

If anyone is doing an RDP over IPSEC they will need to set an MTU of 1370 and enable fragmentation with DF bit removal.

The error message that indicates this problem is Remote Desktop disconnected due to a protocol error 0x104d.