Here are some group policy settings that solved some problems on a windows 2003 terminal server:
add local servers to:
User Configuration\Windows Settings\Internet explorer Maintenance\Security zones and Content rating\Local intranet
(kb article 815141)
Computer Configuration\Administrative Templates\Windows Components\Terminal Services\Automatic Reconnection: Enabled
Computer Configuration\Administrative Templates\Windows Components\Terminal Services\Client/Server data redirection\Allow audio redirection: Enabled
