SBS2008: Problem with clients using RWW Remote Desktop, TS Gateway

I have all the clients that have self signed certificate installed, and there are no certificate errors. But they are getting the below error:

The Microsoft Terminal Services Client ActiveX control (also known as Microsoft RDP Client Control) is either not available, or is not enabled. For more information about installing and enabling this ActiveX control, see the Microsoft TechNet Web site
(http://go.microsoft.com/fwlink/?LinkId=103719).

The clients range from XP SP1 to XP SP3 and Vista SP1 32bit and 64 bit. It will work if I connect to one of my SBS 2003 server, install the activex control from there and then come back. I found a microsoft article and tried to fix this issue but at the very end, on the Vista clients that I have access to. I am getting the message "DsllRegisterServer in Mstscax.dll succeeded" but still I am getting the same error. So I was thinking to try to use the built in RDP client and specify a TS Gateway but I am not sure what I need to do for that to work properly.

I think that you will need RDP v6 installed and you might also need to "reset IE" to solve this problem. For more information, go to this link - http://www.sbslinks.com/fixmyrww.htm

Thank you for your reply. I have installed the RDP v6 on Vista and XP SP3 but dont have access to any of the other remote clients at the moment. As for the link that you have given, the addon is not there on the Vista clients I have access to so it isnt disabled. I have also done the full reset and I still get the same error.