This problem happens when you are using Remote Desktop Connection Manager (RDCMan) with not updated Terminal Service Client.
To fix this problem you have to download and install the latest Terminal Service Client 6.1 from below website.
For Windows XP:
For Windows Server 2003:
- mstscax dll
- rdcman mstscax dll
- rdcman encountered an error during initialization
- an incompatible version of mstscax dll