Você pode, mas é melhor instalar a Conexão de Área de Trabalho Remota 7.0 para o XP SP3, lançado 28 de outubro de 2009.
Veja este artigo para detalhes:
This article discusses the Remote Desktop Connection (RDC) 7.0 client update that enables you to use the new Remote Desktop Services features. These features are introduced in Windows 7 and in Windows Server 2008 R2. These features are available for computers that are running Windows XP Service Pack 3 (SP3), Windows Vista Service Pack 1 (SP1), and Windows Vista Service Pack 2 (SP2).
The RDC 7.0 client can be used to connect to legacy terminal servers or to remote desktops as before. However, the new features that are mentioned in this article are available only when the client connects to a remote computer that is running Windows 7 or Windows Server 2008 R2.