Windows 2008 R2 not registering logon events to 2003 RDP sessions

Hi,

I have few windows 2008 R2 terminal servers which I use to RDP into other 2008/2003 servers.

The audit policy for logon/logoff event for success of failure is setup for all servers via group policy.

I've noticed when I log on to any 2003 server from 2008 terminal server there is no logon/log off event generated on the 2008 server.  There is related events on 2003 servers. This does not happen when I log on to 2008 servers from 2008 server. there is a related event created on both side.

Any idea why there is no even created for 2008 to 2003 rdp sessions?

Thanks in advance