On my Windows server 2008 R2 – Remote desktop services from A to Z there were two questions…

How to setup Single Sign-on so users do not have to reauthenticate to get to remote desktop resources?

Here you have a screenshot of group policy that controls that:

More about single sign-on you can find on:
http://blogs.msdn.com/b/rds/archive/2007/04/19/how-to-enable-single-sign-on-for-my-terminal-server-connections.aspx

The second question was about AERO on RDS server… Yes, you can do that by folowing this tutorial:
http://blogs.msdn.com/b/rds/archive/2009/06/23/aero-glass-remoting-in-windows-server-2008-r2.aspx