A few years ago Microsoft changed the RDP client to not allow that native client ( mstsc.exe ) to accept command line parameters for authentication along with removing the same feature from the saved .RDP file. This means that when you use the native client option in webNetwork we could no longer SSO into the back end terminal server.

If you are connecting to a Vista, Windows 7, Windows server 2003 (latest service packs) Windows 2008 then you should be able to do the following trick to get the native client to SSO.

The following windows command line utility will store your credentials in your Microsoft Windows Credential Manager storage area. It should ONLY be used on a machine that is not a public machine and that each user has their own login and profile. The username and password is stored encrypted in special files inside the users profile directory. <profile directory>AppDataLocalMicrosoftCredntials directory. 

When logged in as the user who wants to store their username and password type the following at a command prompt: 
cmdkey /add:127.0.0.1 /user:username /pass:password 

This will store the username and password for the address 127.0.0.1 which is what the sslvpn / ts vpn webapp uses. 

If you are using a proxy webapp then you would put: 
cmdkey /add:portal.example-cloud.com /user:username /pass:password 

Replace portal.example-cloud.com with your main portal address. This will then trigger the native client to see that you are trying to connect to portal.company.com and grab your username/password.