RDP Issue (or so I think)

Have been using RDP for years and never really had any trouble with it. Recently I've noticed that when I RDP into one of my PC's on our LAN and browse out to a network resource to install a patch or application I get to visual response when I double click for example the *.exe. However if I disconnect from RDP and reconnect the application screen in which I am trying to run appears with no problems.

Also if I physically go to the PC and log in it will display fine just as well.

I have adjusted RDP's settings numerous times, I have un-installed and re-installed the video card drivers, I have changed the display settings, refresh rate, color quality, etc...

If anyone has some advice or something to try I thank you in advance for your help and time. Thanks!