Windows XP does support Network Level Authentication (NLA) but it’s not enabled by default. You need Service Pack 3 and version 6.1 of the Remote Desktop Client. Once these are installed make the following two registry changes, then reboot:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control
\Lsa\Security Packages
Add tspkg
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control
\SecurityProviders\SecurityProviders
Add credssp.dll
