Can RDP be set to mix remote applications with locally running ones?
Windows (with either a terminal server or the newer Remote Desktop Services) can do this beautify. I use it all the time for various programs and forget that they're running in a data center far away. Lots of times they run faster if I'm on a slower laptop or working remotely. For example a line-of-business app that needs to hit a data base server that's in the data center. It's pretty nice.
Don't hit the keys so hard, it hurts.