The TS ActiveX control (needed by TSWA) is disabled by default in XPSP3 as a security measure. You need to explicitly enable the Terminal Services activeX control in IE in order to use the activeX control (and hence TSWA).
as a workaround can you try deleting the following registry keys:
HKCU\Software\Microsoft\Windows\CurrentVersion\Ext\Settings\{7390f3d8-0439-4c05-91e3-cf5cb290c3d0}
HKCU\Software\Microsoft\Windows\CurrentVersion\Ext\Settings\{4eb89ff4-7f78-4a0f-8b8d-2bf02e94e4b2}
Tags: ts web