A user trying to connect to a RDS host 2008 R2 (workgroup environment) got the error message "requested session access is denied". The user is member of the local remotedesktop user group and
the permission "Allow logon via Remotedesktop servies" is granted.
When granting administrative rights the issue will not appear.
Solution: Remove the /admin parameter in the remote desktop connection. The user was trying to connect to the RDS host console session. This of course will not work with user rights.