Hmm, looks strange, however I had not tested WinpkFilter in XEN VM before. SO several questions:
1) Do you have VLAN enabled interfaces in Windows 2008?
2) Can you check is RDP connection established but dropped or not even established (you can check this using network snifer)? If ping works but another protocol fails it can be MTU (packet size issue), as ICMP packets are very small by default.
3) Can be the system be accessed by any other protocol/port besides RDP?
4) Do you use any WinpkFilter application on the system or just the default driver installation stops the RDP?