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If you are using auto/custom generated certificates and get the following error:
Your remote desktop connection failed because the remote computer cannot be authenticated
The remote computer could not be authenticated due to problems with its security certificate.  It may be unsafe to proceed.
Name mismatch
Requested remote computer:
<farm.domain.local>
Name in the certificate from the remote computer
<servername.domain.local>
Certificate errors
The following errors [...]

Windows 2008 Terminal Services RemoteApp user or group filtering -> Part 1
Building a custom RemoteApp Portal for Windows 2008 -> Part 2
TS RemoteApp step-by-step guide -> TechNet

Articles from Terminal Services Log and Microsoft TechNet.