Executing only one application

Is it possible to restrict a user connecting through remote desktop to a single application? I mean whenever the user logs in only a predefined application will work and the user will not have any access to the desktop and only work with that application. When the user closes the application then the user should be automatically logged off. Is this possible?
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Citrix XenApp would be perfect for this. Or Microsoft Terminal server.
lastcanaryAuthor Commented:
We are using Microsoft Terminal Server, but how can I configure it to work like this?
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