I have an RDS server setup to run a single LOB app remotely.
This LOB app has links to documents like .msg files and .pdf files. When a user running the remote app tries to open a file via the remote LOB app, it's looking to the server to see what the default program is to open that with.
For PDF's this isn't a big deal. I have Adobe Reader installed on the RDS server and on the local machine, and PDFs open just fine.
However with email files (.msg) - there is no program (like Outlook) on the server and so the local machine doesn't know how to open these (even though Outlook is on the local machine).