Remote Desktop Connection

I had 2 Windows 2000 servers and 1 NT server. I would terminal into both Window 2000 servers when I had to. I saved the servername.rdp icons I had on my NT server. I then reformated the drives on the NT server and installed Windows 2000 server new. I tried these servername.rdp icos from my Windows 2000 servers and clients and I can terminal with. On this new Windows 200 server that was a NT server I cannot termianl using this shortcut servername.rdp ? the only ting I see diff. if I compare this new one and the old 2000 servers is that the old ones have Remore Desktop Connection application installed which I see under Add/Remove Programs. Question where do I install this application from ? ? ?