RemoteApp and Desktop Connections is a new feature in Windows 7 and Windows Server 2008 R2 that builds on this by bringing RemoteApp programs to the Start menu, giving them the same launch experience as local applications.

RemoteApp and Desktop Connections works with a new feature of Remote Desktop Web Access (RD Web Access)--the RemoteApp and Desktop Connection feed. Instead of presenting RemoteApp programs in the form of a web page, this feed presents them in a software-parsable XML document.

With RemoteApp and Desktop Connections, the user subscribes to a feed of RemoteApp programs by supplying the client software with its URL. After the user has subscribed to the feed (that is, created a “connection”), his work is done. From then on, the RemoteApp and Desktop Connections client software will make sure that the resources in this connection are placed in the user’s Start menu. The RemoteApp and Desktop Connections feature offers several benefits...

Source: http://blogs.msdn.com/rds/archive/2009/06/08/introducing-remoteapp-and-desktop-connections.aspx