well i got it fixed finally here is how.
1. all you need to make sure is you install the program from add/remove program in 2008 R2 RDS
2. if you are running of standalone Workgroup mode then "RD session host server" tab should reflect exact name as DNS entry and on certificate
3. if you are not to keen about security desiable the RD gateway or else make sure same name appear in RD gateway as in "RD session host server"
4. get Certificate either user your own CA or get it from outside most important withot this it never work nicely
5. then i make the external dns entry or rdweb.mydomain.com = IP address and in my firewall i added entry any traffic destined to IP x.x.x.x forwrad to My TS server so here the name of the external dns entry rdweb.mydomain.com should be exact same in RD Session host server and RD TS gateway and on certificate.
6. you can publish any app in remote app and then export to RDP file - i did it and run of my xp sp3 ws at home and i got powerpoint like as it was running of locally on my machine.
7. see some attached pictures will help you get this done. i have taken full screen shot of installation if someone is interested to build TS in Workgroup from scratch.. just request in this post i will be happy to send you.
so now i am happy man i just click on rdp file on my desktop at home and it ask me my login credential ( must be member of rdp local group) i put in and it launches powerpoint for me even if i dont have it installed... ( basically i was trying to get this done for corporate application but tested with powerpoint)
enjoy nice peoples.
best luck
Imran Pathan