When locking down your RDS Server, here are the registry keys needed to set Foxit Reader as the default PDF viewer per user via Group Policy Preferences to disable the annoying first run pop-up (technically, you can use just the last registry entry only and it will work but adding all of the keys is probably the safer approach):
User Configuration > Preferences > Windows Settings > Registry Right-click Registry > New > Registry-Item Action: Update Hive: HKEY_CURRENT_USER Key Path: Software\Microsoft\Windows\CurrentVersion\Explorer\FileExts\.pdf\OpenWithList Value name: a Value type: REG_SZ Value data: FoxitReader.exe Action: Update Hive: HKEY_CURRENT_USER Key Path: Software\Microsoft\Windows\CurrentVersion\Explorer\FileExts\.pdf\OpenWithList Value name: MRUList Value type: REG_SZ Value data: a Action: Update Hive: HKEY_CURRENT_USER Key Path: Software\Microsoft\Windows\CurrentVersion\Explorer\FileExts\.pdf\OpenWithProgids Value name: FoxitReader.Document Value type: REG_BINARY Value data: 0 Action: Update Hive: HKEY_CURRENT_USER Key Path: Software\Microsoft\Windows\CurrentVersion\Explorer\FileExts\.pdf\UserChoice Value name: ProgId Value type: REG_SZ Value data: FoxitReader.Document Action: Update