Recording RDP on Windows 2003 server to Windows 2008

I am using VuGen 9.52 running on 32 bit Windows 2003 to recording a RDP session connecting to a Windows 2008 machine. My RDP client version is 5.2. After I start the recording, the RDP client will hang and use 100% CPU cycle until I manually kill the mstsc.exe process. However, it works fine when I try to connect another Windows 2003 server. It also works fine if the RDP client is not start from VuGen, or if it is started as a Winsock protocol. DEP is already turned off.

Does anyone has experience like this?