It is 100% supported. I use it all day long; both versions 1.0 and 2.0 of the RDP client for Mac OS X.
Thursby Software is not for remote desktop connections. Try this version located here. This is version 1.0 that I don't think is located on Microsoft.com/mactopia any longer...
http://rapidshare.com/files/183632859/Remote_Desktop_Connection.zip.html