This silly Windows Security Prompt asking “I want to complete this action by entering my credentials on the authentic Windows logon screen” or “I don’t want to complete this action”, came up because of a UAC setting. If you choose to enter your credentials, it’ll tell you to “CTRL ALT DEL to enter your details”.
Well how do you do that if your using a remote desktop connection? Hitting CTRL ALT DELETE will only work on your host windows machine, not the RDP connection.
The trick is to hit “CTRL ALT END”.
Further, the cause of this little nuisance is most likely this policy setting:
Computer Configuration–>Administrative Templates–>Windows Components–>Credential User Interface–>Require trusted path for credential entry
That policy should be set to “not configured” to do away with the prompt.