I have discovered that there is a registry key created at first logon using RD, HKEY_CURRENT_USERSoftwareMicrosoftWindowsCurrentVersionThemeManagerRemote
When the network is interupted and RD is forced to reconnect, that key and it’s contents are not present, and themes work. I deleted the key from within the RD session, then enabled the aero theme just fine. I then created a self extracting .exe file consisting of 2 files, enable.theme.bat, and enable.theme.reg. When you run the file, enabletheme.exe , it will delete the offending reg key, then simply apply aero theme normally.
You can download my enablethemes.exe here: http://www.pcdocsplace.com/files/enablethemes.exe This isnt a virus or anything, you can extract the .exe and look at the 2 files to see exactly what I have done before running the .exe file, so don’t worry :). I hope this helps….pcdoc_
I have also posted this information here: http://social.technet.microsoft.com/forums/en-US/winserverTS/thread/6f76efb1-920c-435e-be29-d204052ed2f2/?prof=required