Local workstation screensaver password lock, causes RDS programs to lock and require password as well.

I have several users complaining about this happening when they are using RDS programs. They all have to have to have screensaver lockouts on their local computers. However, when they unlock their computers they find that any RDS programs they have opened have locked as well and require them to enter their password to start using them again. Is there any way to prevent the local workstation screen lock from locking the RDS programs as well? I specifically denied the terminal server on the GPO that pushes out the screen locks and verified that the screen saver lock was disabled on the admin account on the terminal server. Any help would be greatly appreciated. Thanks!