Open up MSTSC, key in the FQDN of your RD Connection Broker, configure whatever RDP settings and save it into a .rdp file. Open the .rdp file with notepad.
Modify this line (change from 0 to 1): use redirection server name:i:1
Add this line: loadbalanceinfo:s:tsv://[TSV URL]Substitute the [TSV URL] path with your RD collection name. To find out the exact name, go to Event Viewer of your connection broker server. Look for event under TerminalServices-SessionBroker. Do a normal login via the usual RDWeb console. Refresh and look out for event 800. You'll find the TSV URL information.
Test this by double clicking on the new RDP file.