This forum thread on citrix.com contains a solution which may work for you:
Thread: Citrix MFCOM Service did not respond as expected
One post points to several Citrix support articles. In one of these articles a possible cause is mentioned:
The Access Management Console in
Citrix Presentation Server 4.5
leverages MFCOM and CPSCOM interfaces.
In order to use a remote Presentation
Server in the Access Management
Console discovery process, the remote
Presentation Server must be enabled
for network COM+ access. If the remote
Presentation Server is not running
Internet Information Services (IIS),
then typically network COM+ access is
not enabled.
And a resolution:
Enable network COM+ access. The
following describes two methods of
enabling network COM+ access.
Disclosure: I work with Citrix a lot, so I am biased
Citrix XenApp won't help improve performance of the applications as such - i.e., it won't increase the speed at which Office loads or whatever, that's not its job. However, it will almostly certainly improve the user experience overall by ensuring a consistent connection, improving mouse and keyboard response etc. In other words, what happens on the server stays the same - it's the ICA / HDX protocol which gives you the improvements.
I'll be honest and say I've not worked much with raw Terminal Services in 2008, and I know it's much improved from before, but I'd always edge towards Citrix where budgets allows.
Just remember that it does sit straight on top of Terminal Services, so it's always going to cost you extra.
Citrix really starts to shine over low bandwidth connections in particular (After all, that's its heritage), and they also have products such as Branch Repeater and Netscaler which are specifically designed for WAN acceleration.
You can get many Citrix products on evaluation if you sign up to Citrix.com, so I'd recommend you start there. While there's a lot of tweaking you can do with Citrix, the base install is reasonably straight forward if you follow the instructions.
If you could provide some more details on what you're going to be using it for, I'll happily give you my opinion.
Best Answer
Do you mean using Citrix XenApp to publish the RDP Client? If so, then yes, there are a couple of reasonable reasons you may wish to do this:
Although the RDP connections themselves won't be optimised the screen updates back to the end user will be over ICA so will get the relevant benefits. This will make connecting from a slower connection a better experience.
It allows you to use the security of your Citrix platform and use the XenApp server as a 'jump pad' to other servers. This is especially true if you use a CAG or CSG - all connections will remain secure and encrypted, regardless of RDP settings. It also means you don't need an RD Gateway or to (heaven forbid) open your servers up to external RDP access.
You could configure your servers to only allow RDP connections from your XenApp servers, thereby adding an extra layer of security even inside the organisation.
You can still continue to configure your environment using Citrix Policies. E.g, preventing remote drive mappings. Remember this only applies for the session on the XenApp server, though.
Consistency in remote access - just one way in, regardless of the users intentions
That's not to say you should do this, just that there can be very valid reasons for doing so.