Well this can be done, with RDP over RDP (RDP session started within the first RDP session). If you add third party utilities to the mix then it can be made very transparent, meaning they would see the icon on the 2008 desktop and would simply click on it to run. The app would even look like a RemoteApp (seamless windows). But you need third party stuff for that. We had it for 2000 but since 2X acquired my company I am not even sure if their latest 2X ApplicationServer works on 2000. WTSPortal, our original product, worked.
Cláudio Rodrigues
Microsoft MVP - RDS
Citrix CTP