On the client machine please go to C:\Documents and Settings\All Users\Application Data\Microsoft\Crypto\RSA\MachineKeys and see that the folder and ALL FILES in it have Full permissions for the Administrators GROUP and SYSTEM account.
Also have your tried to RDP into WHS to check？Just like the steps below:
Hope this helps and please help to accept as Answer if the response is useful.
WHS 2011 on Windows 10
I have an HP Proliant N54l running whs 2011 and a Windows 10 PC. The problem that I have is I'm trying to install the connector software. In the install wizard I get to the part where it asks for the password, I keep getting an error message stating the password is incorrect. I know the password is right because I can access the server via My computer and the Web interface. I need to access the server so I can safely shut it down to move it.
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It seems I was putting in an incorrect password.?
I've run the connecter wizard again with the correct password, the wizard runs so far then gives an unexpected error.
RDP doesn't seem to work but ATM I have a monitor, Keyboard and Mouse connected to the server.