If TS is running Windows Server 2008, you have the possibility to use single sign-on through CredSSP for clients running Vista/2008. The CredSSP is also supported in XP when upgrading to SP3.
With Windows Server 2003 TS, the answer is no.
http://technet.microsoft.com/en-us/library/cc749211.aspxhttp://support.microsoft.com/kb/951608