I am running TS server 2003

How do I allow users that log into a workstation on the network using an AD account to have their Terminal Server session (via RDP client) log them in automatically? Is this possible? Basically the user is already logged onto the domain via their workstation; however, I would like to prevent them from having to enter their domain login credentials a second time when the click on the RDP client on their workstation to access a TS session. I would like to be able to set this up at the domain level and not individually if possible.

Single Sign-On is not a feature of Windows 2003 TS, you'll need 2008 TS for that.
But user can save their password to the TS on the client.