In order to end sessions correctly (for example, when a published application is used), the system monitors all processes and ends the session when there are no processes running EXCEPT those contained in the following list:

Csrss.exe
Smss.exe
Screg.exe
Lsass.exe
Spoolss.exe
EventLog.exe
Netdde.exe
Clipsrv.exe
Lmsvcs.exe
MsgSvc.exe
Winlogon.exe
Netstrs.exe
Nddeagnt.exe
Os2srv.exe
Wfshell.exe
Win.com
Rdpclip.exe
Conime.exe
Proquota.exe

(From: http://support.microsoft.com/kb/274740/en-us)

Virtual CD TS requires a helper program (VTSHelp.exe) that runs invisibly (without user interface) in every session. This program is started by an entry in the Registry key HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Winlogon\Userinit.

With Virtual CD v6 and higher the helper program is the player (VC6Play.exe, VC7Play.exe...).

Virtual CD TS v5 uses as helper program VTSHelp.exe.

The Virtual CD helper program also monitors the processes running and ends when there are no processes running that are not in the list above. After the Virtual CD helper program closes, the system shuts down the session. The list shown above is encoded in the helper program. You can add processes to this list by making an entry in the Registry as follows:

Add a string value under HKEY_LOCAL_MACHINE\Software\H+H ZfRk\TSControl and enter the application name. You can also add a description for the program in question as the value, but this is not necessarily required.
E.g. the default Virtual CD TS v9 installation adds two entries, VC9Play.exe and vc9tray.exe, to this list automatically.

• Under Windows 2000 and 2003 there may be an additionaly entry necessary for SSONSVR.EXE.
• There is a process that runs continuously under TS 4.0: SEMAIN20.EXE; the name of this application must be entered in the Registry in the list described above.

Hint:
After a reinstallation of Citrix, the helper program (VCxPlay.exe respectively VTSHelp.exe) may not be found in the Userinit path, but eventually has to be re-entered manually.