The folder where the Remote Terminal stores connection fingerprints is governed by the Known Hosts folder field.
The system will attempt to default the value and create a cookie the first time the page is launched by fetching the users APPDATA environment variable. This may be prevented by IE Security.
If the value is blank it will require setting as follows:
Manually Setting Known Hosts Folder
1. Launch a command window
2. Reveal the APPDATA value by typing set APPDATA then press return
e.g.: C:\Development>set APPDATA
APPDATA=C:\Users\ao\AppData\Roaming
3. On the Remote Terminal Page click the Known Hosts folder edit button
4. Enter the value of APPDATA
5. Click save