remove the prompt when use vista to connect to other os older than vista.

Set the authentication level value to one of the following values:

•	0 This value corresponds to "No authentication."
•	1 This value corresponds to "Require authentication."
•	2 This value corresponds to "Attempt authentication."

I experimented and found that 2 is the default now.  I tested the 3 modes and found that:

0 -> Doesn't prompt.  Yah!
1 -> Gives a similar message but doesn't allow me to continue.  This is the strictest.
2 -> Gives the message but allows me to accept and continue.

In my case, I don't even want the prompt so I set AuthenticationLevelOverride to 0 and I'm able to log into my Remote Desktop sessions without that extra prompt.

Warning: this is a decrease in security so should only be changed if you are aware of the what and why of this change. 

In summary, if you want to remove the Authentication check on Windows Vista that prompts you every time you connect to a pre-Vista machine, add a DWORD registry entry called AuthenticationLevelOverride in the \\HKLM\Software\Microsoft\Terminal Server Client\ key and ensure that its value is set to 0.