We have several applications which only run when a user is logged onto the box. We have a custom GPO which extends a RDP connection indefinitely. I would advise this method, then you will not have to worry about the user ever getting logged off. If the user needs to be a local admin, create a application_group in AD, add your user/ID to this group, then add the group to the local administrators group on the server. The only problem you will run into would be having the box restarted or crashing.