If you are trying to access a remote desktop and now suddenly keep getting this warning popping up its because of a recent Windows update. Although annoying it is supposed to be part of some security upgrades, however in practice we have found it breaks being able to see printers across a remote network.
To fix:
Run Regedit as an administrator and navigate to:
HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows NT\Terminal Services\Client
Create a DWORD (32 bit) value name: RedirectionWarningDialogVersion
Set to decimal and give it a value of 1
After this the extra security window will no longer show up and you can go back to using your RDP the same as before