"The required session access is denied" Azure server 2008 remote desktop services

Hi,

I Created a window 2008 server with remote desktop services. I created the Resource Desktop Licence server on the same server. I installed a 5 user CAL. Now when I try to log into the server as a user not admin I get

"The required session access is denied".

I have added the group and the individual user to the remote desktop users group in the domain controller.

What am I missing?

I am trying to log into the server form my home desktop, where this network is in the azure environment. Does RDS allow users not connected to the domain to use the applications / desktop of the remote desktop server?

Regards,

Daniel.