It is stored in the registry under
HKEY_CURRENT_USER\Software\Microsoft\Terminal Server Client
Under sub-key Default you have a list of servers with values
Under sub-key Servers you have keys for each
Servers with values like
UsernameHint or other custom settings for each server
You should be able to load your user hive from your backup and export the key then merge back into your current system. Make sure to unload the hive when done.
You'll probably need to modify the .reg file and make user it merges to
HKEY_CURRENT_USER and not the location loaded imported the hive to.
For Information on loading a registry hive look here http://technet.microsoft.com/en-us/library/cc759303%28WS.10%29.aspx The hive you'll be looking for should be under
<systemdrive>:\Users\<username>\NTUSER.DAT, this is an OS Protected file and you might need to uncheck "Hide protected operating system files" under Folder Options->View