Introducing Web Single Sign-On for RemoteApp and Desktop Connections

In Windows Server 2008 R2, the Web Single Sign-On (Web SSO) feature provides users with the ability to enter their credentials only once during logon to Remote Desktop Web Access (RD Web Access). After logon, users can launch RemoteApp programs that are part of the same connection in RemoteApp and Desktop Connections without any further credential prompts, even if the RemoteApp programs are configured to use RD Gateway.

http://blogs.msdn.com/b/rds/archive/2009/08/11/introducing-web-single-sign-on-for-remoteapp-and-desktop-connections.aspx