Different wallpaper for Desktops and Renote sessions

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I currently have the standard company desktop wallpaper set in group policy
for every user in the domain, which works fine. We also run roaming profiles,
meaning that they also get this exact same desktop when they log on to one of
our Terminal Services servers.

Does anyone know how i can give them a different background just for their
remote sessions? Management believe that users sometimes get confused as to
which machine they are looking at on their screen.
.