I was working with Symantec Workspace Corporate today on a Windows 2008 R2 Server. Everything was working fine when I was attempting to use the agent from the SWC Server (I was doing some SSO work). As soon as I went to access the server from a client machine, I was getting a Session Denied message. I had added the Domain Users to the "Allow log on through Remote Desktop Services" policy, it still wasn't working. One additional step was required.
Go to Control Panel -> System and Security -> System, and you will see a link for Allow Remote Access. You have to configure this as well. On the remote tab, there is a button to Select Users. Add the users here and all is well. This is probably documented in our Guide, but if you found this post, you probably like me didn't read the guide.
Hope this helps someone in the future.