Missing Microsoft RDP Client Control

System: On a fresh install Windows XP SP3 system with all the Windows update

Symptom:
When try to use IE7 to initiate a terminal service connection, you find that it won't work and you see a little pop-up message saying Add-ons disabled.

Add-on Disabled message

When you go to Manage Add-ons, you find no Add-ons are disabled and you also cannot see the Microsoft RDP Client Control Add-on.

Everything enabled?

Solution:
Go to Internet Option and go to Advanced tab, click on the Reset button to reset Internet Explorer settings. Restart the Internet Explorer and retry again and this time it should work.

Click on Reset button

After restart your Internet Explorer, you can see Microsoft RDP Client Control!