How to Generate Certificate Signing Request on MS Terminal Services (RDP)

Save the following file as request.inf on your server editing the subject according to the comment:

;----------------- request.inf -----------------

[Version]
Signature="$Windows NT$"

[NewRequest]
;Change to your,country code, company name and common name
Subject = "C=US, O=Example Co, CN=something.example.com"

KeySpec = 1
KeyLength = 2048
Exportable = TRUE
MachineKeySet = TRUE
SMIME = False
PrivateKeyArchive = FALSE
UserProtected = FALSE
UseExistingKeySet = FALSE
ProviderName = "Microsoft RSA SChannel Cryptographic Provider"
ProviderType = 12
RequestType = PKCS10
KeyUsage = 0xa0
HashAlgorithm = SHA256

[EnhancedKeyUsageExtension]
OID=1.3.6.1.5.5.7.3.1 ; this is for Server Authentication / Token Signing
;-----------------------------------------------

then run

C:\>certreq -new request.inf request.csr