[dba-VB] Initial start of remote desktop fails - Windows 2003

I use RD to work on the servers in my office from my laptop in my office (entirely within my LAN). 
When I attempt to connect RD, it fails completely and always if I have not first logged in to the 
server manually, through the keyboard / mouse connected to that machine.  IOW I have to use my KVM 
switch to physically see the machine, AND log in, THEN RD will work from my laptop.

If I use the KVM to go to the physical machine and log out, RD from the laptop will continue to work 
IF ALREADY CONNECTED, but will fail if I close the RD session and try to RD back in.

IOW RD simply cannot connect if there is not already a user logged in.

Additionally, once I have done that manual / initial login to the physical machine, RD will fail the 
first time I try it.  I have to try to connect, immediately cancel that attempt, then try it again 
and then it connects right in.  I can close the RD session and start it again, no problem (as long 
as that other user is still connected).

So... has anyone seen this behavior?  Has anyone seen a solution to that problem such that RD will 
work first time / every time, regardless of anything?

-- 
John W. Colby
www.ColbyConsulting.com