Edit /etc/xrdp/xrdp.ini, adding in the text below. Alter the name to whatever you fancy. Also, make sure that [xrdp1] uses a number that doesn't conflict with an existing configuration.

# set empty username because VNC auth
# doesn't actually use username, so no
# point in asking the user for one.

[xrdp1]
name=Active Local Login
lib=libvnc.so
username=
password=ask
ip=127.0.0.1
port=5900