Single Sign-On (SSO) through Wyse T10

Single Sign-On (SSO) through Wyse T10

Dear, we have multiple RDS servers (W2008R2) and a RD Connection broker.
When logging on from a Wyse T10, I receive a first login screen, and then (when the broker decides to which server your login is assigned) a second.
I tried serveral manuals on how to configure the servers, but when using "Negotiate" for the security layer for the RDP-Tcp properties in the "Remote Desktop Session Host Configuration" I can't connect to the RDS farm. That's why it's set to "RDP Security Layer". I tried some other thing to be able to configure SSO, but without any luck.

Is it possible for the Wyse T10 to be working on "Negotiate", or is there another way to configure the RDS and broker servers?