This past week I have been accessing a remote server by remote desktop access from a Windows 7 PC. Whilst I could save the password, windows 7 will not use it if the remote system is not fully verified.
The fix is excellently documented at http://www.perceptible.net/post/2009/02/03/How-To-Enable-Use-of-Saved-Credentials-with-Remote-Desktop-to-Almost-Fully-Authenticated-Machines.aspx
I used it and the connection process stopped asking for the password to be re-entered!
(n.b. no gpedit -force is required)