I set up a small lab for testing RemoteAPP. I have a DC and one member computer. I'm running RemoteAPP from the DC - yes I know not recommended. I've created an .rdp file, .msi file and one program to run from web access <myserver>/rdweb.
I can access the web site fine and see the application (Paint) when I select it, it asks for credentials which I enter, the dialog box says starting but the app never starts. Same thing for the .rdp and .msi file. The remote computer is a member of the TS Web Access Group (not sure if users need to be a member of a specific group).
Server 2008 R2