A new KB article was released by Microsoft, KB2582684. For the experiences RDP people will seem like an open door. But this is a KB in the "FAST PUBLISH" series by Microsoft Support so I guess they get lots of questions about it. The KB basically is about nested RDP and it states that using an RDP session from within another RDP session is not supported nor tested. If you're an experienced RDP user you'll know it works. But Microsoft is right of course when they say that certain Remote Desktop functionality may not work properly, or may lead to unexpected behavior.
As an administrator we all have used nested RDP to quickly get to a server that can't be reached from the outside. In fact I have used nested RDP over 3 servers on more than one occasion :-) However, nested RDP is of course not something you would advise your customer as the primary way of work for their end-users. And I guess that's what this article is about.
The only thing they neglected to do in this KB is describing the "Applies To" section, which is empty right now.