How to grant the Remote Desktop Users group the "Allow log on through Terminal Services" user right

'Start' > 'Run...' > gpedit.msc > 'Local Computer Policy' > 'Computer Configuration' > 'Windows Settings' > 'Security Settings' > 'Local Policies' > 'User Rights Assignment' > double click 'Allow log on through Terminal Services' > 'Add User or Group...' > Remote Desktop Users > OK > OK

Windows Server 2008 R2: Enable Sound Over RDP

On the Remote Desktop > Start > Control Panel > Sound > Yes > OK.

On the Remote Desktop > Start > Search programs and files > type 'remote' > click 'Remote Desktop Session Host Configuration' > Connections (Middle Pane) > right-click 'RDP-Tcp' > Properties > 'Client Settings' tab > uncheck 'Audio and video playback' > OK > Start > Log off > Log On > You should hear sound through your client.

References:
How to enable sound over RDP in a Server 2008 R2 Hyper-V guest
Hyper-V Troubleshooting: Enabling Audio Over RDP

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