Hi,
RDP server you are connecting to should be with Windows Operating sistem (OS)
Please find the the list of supported OSs in the Product Availability Matrix (PAM) Patch 1
If the problem is with the recording of the application you can try using ProxyRecording option available in LR 11.52 . More information is available in the following links.
Proxy-Recording-with-LoadRunner-11-52
Use-Proxy-Recording-in-LoadRunner-11-52-for-Mobile-Applications
Kind regards,