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.