When you try to RDP connect from PWS/SSO you receive an error ""Failed to connect. The Remote Machine only accepts NLA connections. Please enable connection from computers running any version of Remote Desktop."
NLA (Network Level Authentication) is not supported for RDP connections from the Password Server / Single Sign on.
You will need to Disable NLA on the target systems to allow the connection to be successful. The following Microsoft KB may assist http://technet.microsoft.com/en-us/library/cc505913.aspx.