By default NLA isn’t enabled on XP, so if you try connecting to a remote server that has it enable you will get an error saying that you don’t have NLA support. The issue here is with Credential Security Service Provider (CredSSP) in Windows XP, it’s easy to fix, first make sure if you have Remote Desktop Connection 7 by verifying in the about box:

If you don’t you can Download and install the following update KB969084. Alright, first go to the Registry editor by typing regedit in the run box(How to open the run box the easiest way in by pressing the Windows Key + R)

We will change two registry keys, first navigate to HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa and modify the key named Security Packages.
Add ‘tspkg’ to the listing of security packages. Do not remove any packages.

Click OK and now navigate to HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\SecurityProviders. Modify the key named SecurityProviders
Add ‘credssp.dll’ to the listing of Security Providers.

Click OK and close the editor. Now you will be able to connect to remote servers/computer that have NLA support enabled.