When using PSM on a Windows 7/8/2008/2012 domain machine , and a "RDP - Interactive Logon" proxy type, with a domain account you receive the error below after entering the accounts password.
"ERROR: credssp_connect: failed to receive server response
WARNING: failed to connect with RDPv6, retrying with RDPv5
ERROR: recv: Connection reset by peer
XXX:error:14094419:SSL routines:SSL3_READ_BYTES:tlsv1 alert access denied:s3_pk.t.c:XXXX:SSL alert number 49"
This only occurs when the domain machine has NLA (Network Level Authentication) enabled.