Remote Desktop Login is very slow

I've got a few computers on my work with Windows XP Embedded on it. When I
make an remote desktop connection to those computers the login procedure
takes 30 seconds. For 30 seconds you'll see an blue background and nothing
happens. After that period it functions normally. When you logout and login
again shortly after the first login, the login procedure starts immediately.
Is there a solution for this problem or does someone recognize this problem?

Some clients have a more extreme problem with remote desktop. When logging
on the remote pc gets a black screen and completely hangs. The only solution
to get the computer work is to reboot the system.
Notice: all pc's are Windows XP Embedded with SP2.