The below fix will also correct this error message:
"Your computer can't connect to the Remote Desktop Gateway Server. Contact your network administrator for assistance."
This fix is especially helpful for Windows 7 users. It's also easiest to download the .reg file and run it.
1. Right-click your Start button and choose "Run" (or press the Windows key + R)
2. In the Run window type regedit and press OK
3. Browse to the following key: HKEY_CURRENT_USER\Software\Microsoft\Terminal Server Client
4. Highlight/select the "Terminal Server Client" key/folder
5. On the right hand side, right-click an empty area and choose New > DWORD (32-bit) Value
6. Name it: RDGClientTransport and give it a value of 1
7. Press OK, exit the Registry Editor and try logging into the server
Alternatively you may download the attached file named "Registry_RDGClientTransport.reg" and merge it into your computer's registry.