Found two likely solutions for you. One is to change the default shell for the user that will be remoting to your computer the the program you want him to be able to run. The second doesn't seem secure, but it looks like its more clean, you modify a rdp connection file to be a remoteApp file.. so yea.
"Yes, you can change the default shell from Explorer.exe to a specific application.
In Regedit, navigate to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon. The current shell should be Explorer.exe. Change it to YourApp.exe. That will change the shell for all users who log on to the machine. If you only want to change it for a specific user, go to the same key in HKEY_CURRENT_USER instead." - Chrissr
http://geekswithblogs.net/twickers/archive/2009/12/18/137048.aspx