How so? This seems squeaky clean to me. You install a (presumably properly licensed) copy of Windows in a VM, you set it up, and you use RDP (a documented protocol from MS, no less) to view programs in rootless mode.
If you want to get fancy, you could use software from Citrix to do more or less the same thing.
DMCA? There is nothing here that implies circumvention or copyright. It's essentially just RDP'ing to a VM and showing a specific app's window instead of the whole desktop.
This is not all that much different from VirtualBox "seamless mode", and VMware's "unity".
If you want to get fancy, you could use software from Citrix to do more or less the same thing.