The registry tweak below, helps. Reportedly it helps most if done on both server and client.
Windows Registry Editor Version 5.00 [HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\Tcpip\Parameters] "TcpMaxDataRetransmissions"=dword:00000010 [HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Terminal Server] "KeepAliveEnable"=dword:00000001