By default, windows does not allow users with empty password to connect via RDP (which is a potential security issue).
I would suggest to set a password for the user you want to login as and have the client remember it.
However, if you do not care about the risks involved, you could try to modify the registry. You can copy the following code into notepad, save the file as a .reg and import it.
Code:
Windows Registry Editor Version 5.00
[HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa]
"LimitBlankPasswordUse"=dword:00000000