With the lockdown of Server 2008R2 RDS you have the opperunity to show only specific control panel items. So i want to show my users the Mail icon.
In your Lockdown GPO go to:
Users, Policies, Administrative Templates, Control Panel and edit Show only specified Control Panel items
When a user goes to the control panel it will show the Mail icon.
More tips and tricks can be found on my Remote Desktop services 2008R2 page.