A hotfix for the problem that described is available as described on http://support.microsoft.com/kb/969851
Citrix Published apps opening in full desktop – Solved
This issue has been affecting a number of users in for a while- when opening a Citrix published application will open a full Citrix desktop instead. This is due to a check box within the ad profile set to start program at logon.
It is due to a bug within AD and when amended from a 2003 AD it can corrupt the object and this option will display differently from a 2008 AD.
To resolve this, ensure the option shown in the attachment “Start the following program at logon” is UNCHECKED. Because of the corruption to the object this can only be shown from a 2003 AD as the 2008 AD will show this option as unchecked.
This option to load a program at startup will override any other request (including the published application) and because there is no program specified it will open the explorer shell instead.