This is a registry issue on your computer:
Delete the following registry keys:
To remove entries from the Remote Desktop Connection Computer box in the Windows Remote Desktop Connection client, start Registry Editor, and then click the following registry keys:
HKEY_CURRENT_USER\Software\Microsoft\Terminal Server Client\Default
Entries appear as MRUnumber, and are visible in the right pane. To delete an entry, right-click it, and then click Delete.