- Get the RDP 7 update for Windows XP from KB969084 (SHA-1 153587172bf060ddc9d2c966f1eaaf4f47926f28).
- Rename the
.\WindowsXP-KB969084-x86-enu.exe
to zip. - Extract the
.\WindowsXP-KB969084-x86-enu.zip\sp3gdr\
directory.
The unpacked RDP 7 client is sort of portable (the binaries are, settings are not) and will run on Windows XP and latter.