Vista Remote Desktop Authentication issue

I have a Vista SP1 machine doing a Remote Desktop connection to a server.
The ID being used to authenticate to the server has an expired password. The
Remote Desktop Client gathers the credentials and apparently takes them and
tries to login to the server, more or less in the background. A dialog comes
back with a window title of "Remote Desktop Disconnected" and a message of
"You must change your password before logging on the first time. For
assistance, contact your system administrator or technical support.". The
user is never given the opportunity to change the password.

Connecting from an XP SP3 machine is different. You get the RDP connection,
can enter the password, and then are asked to change it.

Both the XP and the Visa RDC (mstsc.exe) is 6.0.6001.18000.

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Just an Admin guy