I had a problem with RDP to my ISA Server. The logs were giving me this same error when I was trying to connect: 0x80074e21 FWX_E_ABORTIVE_SHUTDOWN
The thing was I could RDP to all my other windows server 2008 without any problems - both internally and externally, And It use to connect then just stopped working one day. I think not logging off correctly from RDP session had caused corruption in a setting.
After spending a week trying to troubleshoot this problem I changed one setting and hey presto! I could connect.
On the ISA Server (running on Server 2003) I went into the Terminal Services Configuration MMC and Changed the Secruity Layer under the General Tab from RDP Security Layer to Negotiate.
I could then connect again without any problems.
I then changed it back to RDP Security Layer and could connect again. So I am assuming this setting had become corrupt and didnt know what to do when the RDP connection was initiating.
Hopes this saves someone else a weeks worth of troubleshooting