RDP SSO?

I need a little information regarding SSO in use with Remote Desktop services.

In searching for RD Services SSO I get these articles about getting the RDWeb SSO and using SSO with RemoteApp. But there is never any mention of RDP itself.

My people want to be able to load up MSTSC or an .rdp file, put in the server address and connect via RDP with no prompt for credentials.  I am not seeing anything on the web on how to do this.