Starting with Windows Server 2003 SP1, it’s possible to provide server authentication by issuing a Secure Sockets Layer (SSL) certificate to Remote Desktop server. This’s easy to configure using “RD Session Host Configuration” tool on Server operating systems. Though no such tool's available on Client OSs such as Windows Vista and Windows 7, it’s still possible to provide them with certificates for RDCs. There’re two possible ways to accomplish this “first is using Group Policy and Certificate Templates method allows you to install RDCs on multiple computers in your domain but it requires your domain to have working public key infrastructure (PKI). First, you need to create a RDC template. Second, using a WMI script method allows you to use a server certificate of your choice with RDCs but certificate needs to be manually installed on computer first. For e.g., this method can be used if you bought your certificate from a public certificate authority. First check that your certificate meets the requirements for Remote Desktop certificates. Certificates that don’t meet these requirements won’t work and will be ignored,” notes Microsoft.
Full Article: Configuring Remote Desktop certificates