I almost had it working under another distro. I could log in, click on the app I wanted, and the app even opened! But...the next time I logged in the app would not open. Then sometimes they would open. Eventually nothing would open. This is not any distro's fault, it is due to the Linux product being very buggy.
I assume you are using the XenApp web page to launch applications from inside your work network? I just run XP inside a VirtualBox VM, and use Citrix from there. Works flawlessly, and I keep my work stuff, and personal stuff separate.