Customer Asked :
This can happen if the profiles are Roaming profiles. Also check the event logs for any Userenv or Scecli errors. Another area to check is %systemroot%debug\usermodeuserenv.log this log may also contain information about the delays. Readhttp://support.microsoft.com/kb/221833/en-us for information on debugging the login process.
The trusted server popup is a side effect of RDP 6. microsoft placed that prompt in there as a security check. We know of no way to get rid of that.