Adding this for others who may be searching for this same thing, since it’s old.
IE kiosk mode is the key to this – it will give you a full screen of the Citrix login page. You can do this one of two ways, depending on how locked down you want it. You can create a shortcut that you put in the All Users startup folder (or add it to the registry, if you prefer), that launches the following:
“C:Program filesinternet exploreriexplore.exe” -k http://url_of_citrix_webinterface
Alternately, if you want to change it so they can ONLY use IE, and can’t get to the desktop on the thin client, change this registry key:
Set it’s to the above line, and it will run that on boot, instead of the normal explorer.exe.