Within Office 2010 x64 applications in a RDS environment the Excel Help doesn't display the 'Microsoft Excel Web App' content.
To replicate the issue I do the following:
1. Within Excel 2010, press F1
2. Top left, search for 'IF Function'
3. Select 7th search result down - 'IF function ArticleSyntax: IF(logical_test, [value_if_true], [value_if_false])'
4. Scroll down to Examples
The text displays but where the 'Excel Web App' content is meant to be, its blank.
We browsed to the same site directly into IE (http://office.microsoft.com/en-nz/excel-help/if-function-HP010342586.aspx) and the same result happened, blank content.
This works in our RDS environment using Firefox and Chrome, but not IE8. IE9 appears to work.
It also works on my local PC using IE, Firefox and Chrome using the same user account and through the same proxy server as in the RDS session.
On our proxy server we have allowed all variations of microsoft.com, officeapps.live.com etc etc.