When you attempt to use Computer Management, you receive the error below.
To get this working, you need to check this option in the Tools tab of the RDP session.
RDP Session Properties
If this doesn't solve your issue, it is likely that your session has User Specific Settings enabled. Please check your session for these settings.
This can be useful when you are using tools such as:
If this is often needed, we recommend you to change the Default Settings of the entry type. With this modification, all your new sessions will use the specified credentials when a tool is launched!