If your application is to be deployed via a projected desktop technology such as CITRIX, RDC or Windows Terminal Server, you need to ensure that you test early and often in an environment that will reflect your ultimate deployment environment.
For example, 100 users concurrently starting MS-Office on their individual desktops presents a significant load on their individual desktop systems but little load on the server other than basic file serving (and only then if they are sharing MS-Office resources on the server in some way). However 100 users starting MS-Office in a projected desktop environment reverses this load. The server (where the 100 instances of MS-Office are really being started concurrently) is placed under a significant load while the clients experience only a light load in projecting the MS-Office desktop images.
Projected desktop technologies are attractive propositions from the maintenance, control and deployment points of view, but you need to ensure that your server(s) are capable of sustaining the aggregate client load. If you design an application that is predicated on having significant desktop CPU power and resources available on each individual client system, then change your deployment model to use a projected desktop technology, you will need to ensure that your server(s) can handle the sum total of all the client's concurrent CPU loads and resource requirements.