TerminalSerives-Display last logged on

Having a problem with a Windows 2000 Advanced Server w/ Terminal Services.

On the console, the machine is acting properly. When you log out, you return to the login screen, and both the user and password fields are blank.

However, if you connect of RDP through a terminal server client, the last logged on user is displayed in the user field!

Yes, I have set the policy: http://support.microsoft.com/default.aspx?scid=kb;en-us;Q310125

HELP!