Another Remote Desktop Issue

Archived from groups: microsoft.public.windowsxp.work_remotely (More info?)

I have the following setup, WinXP Pro fastuser enabled,
remote Desktop enabled, cable connection, and Linksys
Router with ports correctly forwarded.
The Problem: everytime the WinXP pro machine is rebooted
and no User logged in, a remote session is initiated, then
it tries to load the "desktop" and disconnects shortly
after that. If the User logged in once ( I assumer to load
all the desktop settings) - remote desktop works just fine
and with no problems. It's just a pain when I have a to
restart the remote computer, then I am logged out. What do
I have to look for ? (I do not remember I had this issue
in the past) What can cause this behaviour ? Thanks in
advance....