After installing W2K3 SP2 on one of my servers, the RDP session was awfully slow, especially mouse clicks.
It appears that Vista TCP/IP "Receive Window Auto-Tuning " is the culprit.
To disable it, open a command prompt and type:
netsh interface tcp set global rss=disabled
netsh interface tcp set global autotuninglevel=disabled
and reboot .
Credits to: http://msmvps.com/blogs/bradley/archive/2007/04/04/vista-slow-after-sp2-installed.aspx