For some idiotic reason (marketing) several server manufacturers insist on putting a self-promoting default wallpaper on the Windows installation making a remote desktop connection unnessecarily slow for the initial connect. Run the attached .reg file to remove the wallpaper for the default user. If you don't trust files downloaded from the Internet, copy the following text, paste into an empty notepad document, save as "RemoveWallpaper.reg" (or something similar) and run the file (double-click it).
Windows Registry Editor Version 5.00
[HKEY_USERS\.DEFAULT\Control Panel\Desktop]
"Wallpaper"=""
[HKEY_CURRENT_USER\Control Panel\Desktop]
"Wallpaper"=""
RemoveWallpaper.reg (,32 KB)