How to Remove Vista's Remote Desktop Connection warning

I have been using Vista for the last few months, and one of the irritating symptoms I face is when Remote Desktop Connection (mstsc.exe) will prompt this warning when connecting to a Windows 2000 or Windows 2003 server:

Remote Desktop cannot verify the identity of the computer you want to connect to. This problem can occur if:

1) The remote computer is running a version of Windows that is earlier than Windows Vista
2) The remote computer is configured to support only the RDP security layer

The solution is to add a registry key at HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Terminal Server Client

Type: DWORD (32-bit) Value
Value: 0

For more information, refer to this blog entry.