Citrix has a feature called Server-to-Client Content Redirection, which means that if you, for example, click on a URL in a document in an application running on the server, the web page is opened in a local browser. One reason for doing this is to save CPU power on the server, since IE/Java/Flash etc is quite heavy. I guess this feature is only of interest when publishing applications rather than desktops, though. See also bug 30.