If I undersatnd you right, your users will log into their workstations with a domain account and you want the logon script to run then. Once they launch an application through Program Neighborhood (or PNA,Nfuse) you don't want a script to run. If this is the case then you could modify the script to add a line to the beginning like:
if %computername%==citrix servername goto :All Done
This would stop the script from running when you log onto one of your Citrix servers.
john