You may have a GPO blocking you. Are you running group policies?
If so, check these settings:
Administrative Templates - > Windows Components/Terminal Services/Client/Server data redirection - And look around there are settings in here that would block you if enabled.
Also, check local computer policies if you do not have a domain controller in your network by running:
Type -> "mmc" into your run menu and add the "Group Policy Object Editor" and then check the policies listed above locally on that server.