When connecting to a seamless published application, the following informational message appears:
"ICA Seamless Host Agent Dialog box: You have started Windows Explorer in your ICA seamless session. This will obscure your local Explorer desktop. To re-enable this ICA seamless connection, please log off and restart the seamless remote application."
For XenApp 5 on Windows 2008
When you start a terminal session to a computer that is running Windows Server 2008 and that has the terminal server role installed, the full Windows desktop starts instead of the program that is specified by the terminal server
XenApp 6 on Windows 2008 R2
Instead of the specified startup program, the whole desktop is started on a remote desktop connection when you change the "Terminal Services Profile" setting for the user account
Either a connection to a seamless published desktop is being attempted or the dialog box is notifying you that you are no longer running the application because Explorer.exe was launched within the ICAsession.
This is by design. This informational message cannot be disabled.