The registry key will not be created until you complete a
remote connection. That may be why you cannot find the key on
your computer.
Editing the registry is the only method I'm familiar with to
remove entries from Remote Desktop Connection. Here's what
Microsoft has to say on the subject:
How to Remove Entries from the Remote Desktop Connection
Computer Box
http://support.microsoft.com/?kbid=312169
Personally, I wouldn't even consider establishing a remote
desktop connection from a public computer.
Good luck
Nepatsfan
(e-mail address removed),