Citrix MetaFrame Application for Windows 1.8 Administrator's Manual page 64

The options on the Advanced Connection Settings dialog box in Citrix
Connection Configuration provide additional control over security and
performance on ICA connections.
The Advanced Connection Settings options for Terminal Server connections
apply to Citrix ICA connections. For more information about advanced options,
see the Citrix Connection Configuration online help.
For high-security environments, select the Only run published applications
check box to restrict the connection to run only published applications defined by
the administrator. See Chapter 5, "Publishing Applications," for more
information.
You cannot specify a published application as the initial program.