With the ms ActiveX RDP ( TSAC ) when we connect a warning box comes up saying Publisher: Unknown publisher why does this happen?

This URL to a Microsoft forum helps explain the problem. It is not a webNetwork issue but rather a Microsoft ActiveX RDP issue by design. 

http://forums.technet.microsoft.com/en-US/winserverTS/thread/31d99ea3-dc4b-4280-9475-93ae4465af40/