Anyone who wishes to deploy RDS on the Domain Controller needs to be aware that the Connection Broker role cannot be installed on the DC.

Microsoft does not recommend installing RDS Roles on the DC and advises to deploy separate VM's/Servers.

http://social.technet.microsoft.com/Forums/en-US/winserverTS/thread/f2d16f40-ae75-426b-ba00-0d05c5d48dd7/

http://social.technet.microsoft.com/Forums/en-US/winserver8gen/thread/593251c4-c8d3-44a6-b71b-c7ad9f919eea