It look like this: RUN "\\mydkswfil01\NetLogon\LANSweeper\LW.bat"
The LW.bat: \\mydkswfil01\netlogon\LANSweeper\LSclient.exe mydkswrdp01
There is no firewall install on the client.
Have also tested via a vbs.
Set WshShell = CreateObject("WScript.Shell")
WshShell.run "\\mydkswfil01\netlogon\LANSweeper\LSclient.exe mydkswrdp01",0