To disable the yellow connection bar you would need to go to the display tab in the RDP client and uncheck “Display the connection bar when in full screen mode.”
You can also change the setting in the .rdp file. The connection bar will still be visible for 5 seconds when you log on, but then it will automatically slide out of view. Moving your mouse to the top of your desktop will give you the connection bar back.
If you want to get rid of it alltogether, add this registry key to your profile:
HKEY_CURRENT_USER\Software\Microsoft\Terminal Server Client
“PinConnectionBar” = REG_DWORD:0
Now the connection bar will not return, even if you move the mouse to the top of the screen.
Clicking the pushpin will change the registry key back to “PinConnectionBar” = REG_DWORD:1.