If you close Remote Desktop Connection Manager with some servers still
connected, it will prompt you to reconnect to those ones on next startup. If
you decline, though, it will then forget about them forever.

Some useful information:

The place it stores the list of things you were connected to is:

	%USERPROFILE%\AppData\Local\Microsoft\Remote Desktop Connection Manager\RDCMan.settings

This file gets overwritten when you close rdcman, so if you have already
opened rdcman but you're not ready to reconnect to all those servers yet, or
you tried and some of them failed, you can use task manager to kill rdcman and
the file will be preserved. (Make sure you are actually killing the process,
not just asking it to quit from the user-friendly part of task manager.)