RDP audio issues with Windows Server 2008

I have a server with an M-Audio 1010LT audio card installed, running audio
playback software. This software needs to stay running and playing at all
times.

We were previously running Windows Server 2003 and when we RDPed into the
box for maintenance, we simply made sure that 'Leave at remote computer" was
selected under Remote Desktop's sound settings. This allowed us to control
the console of the server while the audio continued to play through the
server's audio card.

Now, with Windows Server 2008, even with this option selected when we remote
into this server all audio stops and Windows shows no available audio
devices. If I end my RDP session and phyically go to the server, I see the
audio devices and am able to re-start the audio playback.

Is this a bug, or something that has changed in 2008? Any workarounds?

Thanks