Can RDP clients launch remote applications and not desktops

Question

Can RDP clients launch a remote application and then only display that application (and not the desktop)? The application would appear fullscreen within the client and if the application were closed the session would end.

Answer 1

Using an RDP connection file you can set the alternate shell to be your application; the file syntax is like

alternate shell:s:c:\winnt\system32\notepad.exe

and you pass that as a command-line argument to mstsc.exe; this similar to chrissr's solution, but without affecting every RDP session you launch. A fuller summary of settings here.