I think we all know that in Terminal server 2003 Websense or Barracuda - most any web filter can not identify users on the terminal server but defaults so show on the console user or the 1st user logged in. Im not 100% on how TS functions that causes this bug.
Does any one know if this has been solved in Terminal Server 2008?
For now i have a policy attched the the IP address of the machine that over rides any domain credentials. This at best just stops the users from going to where they should not but there is essentially no user tracking for reporting.
I had the same problem with Websense on 2003 servers and I set up an ISA server and intergrated Websense with it. Once I did that user reporting and filtering worked perfectly on my TS servers.
Not sure if anything has changed with 2008.