MS has released v6 of it's Remote Desktop Connection client.

Remote Desktop Connection (Terminal Services Client 6.0) provides a way to use any new Terminal Services features introduced in Microsoft Windows Vista and Microsoft Windows Server Code Name “Longhorn” from a computer running Microsoft Windows XP with Service Pack 2 or Microsoft Windows Server 2003 with Service Pack 1.

The features in this release are really about Vista and Longhorn server for the most part. But, one feature that works in XP while connecting to Windows Server 2003 (and I was prompted to do this by default after upgrading, by the way) is the option to provide the username and password in the client before logging on, and the option to save that information so you don't have to re-enter it each time (not sure I like that specific idea for security purposes, but it has its place, and there are several security enhancements when connecting to Vista and Longhorn server).

Download it from Microsoft here. Read the KB article here (which includes links to versions for OSes other than 32-bit XP, as well).

(via Omar)