[Petya V4sechkin]

Может я что то не так делаю

Не осилили статью.
Для терминального сервера:

To disable this policy on terminal servers that are running Windows Server 2008 R2, follow these steps: Open the Local Group Policy Editor, and then locate the following policy: Computer Configuration\Administrative Templates\Windows Component\Remote Desktop Services\Remote Desktop Session Host\Remote Session Environment\Set compression algorithm for RDP data Set the value of Set compression algorithm for RDP data to Do not use an RDP compression algorithm. Refresh Group Policy settings to apply the settings.

Для Windows 7:

To work around this issue, click to clear the Desktop Composition check box on the Experience tab in the Remote Desktop Connection dialog box of the RDC client.