How so? This seems squeaky clean to me. You install a (presumably properly licensed) copy of Windows in a VM, you set it up, and you use RDP (a documented protocol from MS, no less) to view programs in rootless mode.
If you want to get fancy, you could use software from Citrix to do more or less the same thing.
If you want to get fancy, you could use software from Citrix to do more or less the same thing.