Remote Desktop: MSTSC requests outbound connection over port 80
While attempting to connect to my HP MediaSmart server with Remote Desktop, I noticed that MSTSC.EXE requested an outbound connection over port 80. Since the server and my laptop are both on the same home LAN, my curiosity was aroused.

I only specifically allow connections over 3389
so everything else triggers a warning.
The IP range from 68.142.64.0 to 68.142.127.255 belongs to Limelight Networks, Inc. A whois 68.142.93.26 returns:
Registrant: Limelight Networks Inc. Registered through: GoDaddy.com, Inc. (http://www.godaddy.com) Domain Name: LLNW.NET
I don't have a packet sniffer installed to check what it is doing, but this post seems to offer some interesting information: Vista SP1: LSASS tries to make outgoing TCP connections to cds*.lga.llnw.net port 80. Admittedly that is for Vista, while I am using XP Pro/SP3, but it could explain the requested connection over port 80. I have the RDP connection configured not to warn about certificate failures and not to use a Terminal Services gateway server, but it still insists on connecting over port 80.
By the way, this only happens when connecting to my MediaSmart server and never happens when connecting to anything else.