|The default Remote Desktop client (at least with XP Pro sp2) version seems to be 5.1.2600.2180|
It uses the two files mstsc.exe and mstscax.dll in C:\Windows\system32
I was able to install version 5.2.3790.0 from here; however, it installed the two files to "C:\Program Files\Remote Desktop\" instead of the system32 folder. Although XP's System File checker is supposed to prevent you from overwriting such system files, it IS possible to use technique of quickly copying and pasting the files to system32\dllcache and system32 mentioned at the very bottom of this page. (If you aren't quick enough, you can always disable system file checker....)
The only new feature I see in 5.2 is "Reconnect if connection is dropped"--but it works well with XP!
By the way, the Remote Desktop 5.2 client installer seems to be a zip-compressed exe; therefore, you can extract its contents without installing: Using 7-zip or WinZip, extract the contents of msrdpcli.exe (to a folder msrdpcli) Then extract msrdpcli.msi (to a subfolder msrdpcli) Remove the F1061_ prefix from the filenames F1061_mstsc.exe and F1061_mstscax.dll
My post has gotten long, but I'd also like to add the following: The program PeBundle can be used to merge mstscax.dll into mstsc.exe so that you only have the single file to worry about. You could copy this new version into the your Windows folder--maybe even rename it rdp.exe--and update your Start Menu shortcut located in Programs>Accessories>Communications to point to the new version. (You could also run it from the Start Menu > Run dialog by typing in rdp)
Hope this helps