It sounds like the user doesn't have permissions on the RDP connection. Go into Administrative Tools, Terminal Services Configuration. Click on Connections, then right click RDP-Tcp, then Properties. Click on Permissions Tab, make sure your user has Access.
There are also a couple other things you can check if that isn't it. In AD Users and Computers, you can go into the properties of the user, go to Terminal Services Profile Tab, and make sure the "Allow Logon to Terminal Server" is checked. Also, the User will need to be able to Log on Locally, this is set in Group Policy.
Hope this helps!
Dan