Here is a teaser trailer showing automatic opening of Remote Desktop from a secret in Secret Server.
Watch movie (Remote Desktop from Internet Explorer)
Watch movie (Remote Desktop from Firefox)
There are some technical difficulties in getting Remote Desktop to work like this since it encrypts the password in the .rdp file in a machine/user specific way.
This feature is unlikely to be ready for the Secret Server 4.0 release but should come in an update soon after.