On your win7 machine, click the options button on the bottom of the remote desktop screen before you connect. Then, click on the "Allow me to save credentials" checkbox.

If the checkbox says 'Always ask for credentials', then uncheck that.

HTH
>When doing a remote desktop on XP Pro from Windows 7, it is normal I cannot define the credentials to be recognized? It always prompt me to enter the username and password even if those are defined in the remote desktop connection.