When using a new 2012 R2 RDS server, the first user that logs onto the box gets all credential password requests from other users that are logged onto the RDS box when they try to browse the intranet using certificates that are loaded into IE using High security.
Scenario: All users CAN SUCCESSFULLY log onto the RDS box. All our RDS users MUST use certificates to browse our intranet. Those certificates MUST be imported in "high security" mode which means the certificates are password protected. When any user (after the fist user logs into the RDS box (successfully) and they open IE 11 to browse our intranet they receive a dialog telling them their certs are password protected and to click ok to enter the password. When users click ok, the dialog asking for their password appears on the desktop of the first user's session that logged onto the RDS box (regardless of whether or not that user is using IE). So the subsequent users cannot unlock their certificates and therefore cannot browse our intranet.
Microsoft support has had a trouble ticket open for this issue for the last 3 weeks and has come up empty.