Here are the instructions for 2008:
http://www.experts-exchange.com/OS/Microsoft_Operating_Systems/Server/Remote_Desktop-Terminal_Services/Q_23320040.htmlIt's a "Feature" in 2K8. Take a look at:
Start:Programs:AdminTools:
ServerMana
ger
Drill into "Features" & click on "Add Features".
In the List window, select RCP over HTTP Proxy and install that feature. You'll be prompted for any Dependencies that need to be installed to use the feature (e.g. IIS...).
You can also do via PowerShell and the commands are in the first link I posted.
I would use the first method if you are not as familiar with Power Shell.