Always prompt for password upon connection

Hi
Recently i created a GPO and enabled the specific setting "Always prompt  for password upon connecton". After i enabled the setting when i try to login using RDP client its not prompting the password for twice. Can someone please let me know whether i made any mistake.
OS: 2008 R2
Setting applied : computer configuration\Administrative Templates\Windows Components\Remote Desktop Services\Remote Desktop Session Host\Security\Always prompt for password upon connection is set to "Enabeld"

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Thanks Sekhar