[krylon]

I think RDP can do that, too. At least on Windows there is something called RemoteApp (or something like that) that does just that. (I have never used it, though!)

[teh_klev]

This is the skinny on RemoteApp. You need to be running Windows Server 2008 or later as the host machine:

https://technet.microsoft.com/en-us/library/cc753844(WS.10)....

Citrix have a similar thing called XenApp:

https://www.citrix.com/products/xenapp-xendesktop/