Seamless Remote Desktop Connection
Solution 1:
The real answer here is probably to just give you the right search terms so you can do some product comparison. I think what you're talking about is "application virtualization," "application streaming," or "application sequencing" depending on the product. Some options include XenApp, App-V, SVS, and ThinApp.
The only one I know anything about is App-V, but I think that's probably too much overhead for what you want to do. Are there many other people that need to do the same thing, or is this just for you?
Edit: Just found this in another similar ServerFault question.
Solution 2:
Since you are already using Citrix, I would recommend you install and publish your frequently utilized applications so you can get to them from home via your ICA client. This may not work for everything, but should eliminate needing to run most of your applications from a remote desktop window which, I agree, is a pretty big pain.