To resolve this error and allow RDC to connect to your VPS, you need to update RDC's security options to allow this type of connection.
Click the Show Options liink in Remote Desktop Connection (RDC), then click the Security tab. In this tab, you will be able to select the RDC response to "unable to authenticate" errors. Select "Warn me", then re-connect to the VPS. The error will now allow you to bypass and connect anyway.
Note: Your VPS "cannot be authenticated" because the security certificate used by the VPS is self-generated and self-signed at the time of VPS installation. Despite this warning, the RDP connection to your VPS is encrypted and highly secure. There should be no concern about connecting to the VPS, because you are its Administrator!
