When connecting via NetExtender to a SonicWall SSL VPN appliance, RDP connections to a Windows Terminal Server may not work.
It seems the Microsoft RDP client is launched instead of the SonicWall Java-based RDP client.
This fails to connect successfully. However, if you specify the IP address of the terminal server manually it will work, but most end users will not know this IP!
To work around this, create a dedicated bookmark on the SonicWall with the service set to
"Terminal Services (RDP - Java)"
It's also a good idea to install the latest NetExtender client software from Dell SonicWall by visiting
https://sslvpn.demo.sonicwall.com/
and logging into their demo system. This will update the client software on your computer to the latest version. Useful in case your SonicWall firmware is a few revisions behind!