During the installation of the Remote Application Helper (RAH), an error message is shown:
Unable to configure custom url protocols
The setup was not started with elevated permissions (run explicitly as administrator). This could be caused by a lack of administrator permissions (admin is required for installation) or the installer could be blocked by group policy restrictions stopping the registry modification or creation of custom URL protocols.
These are required because the setup has to install and configure a custom URL protocol (rah:\\) which involves registry modifications.
Right-click the setup executable and click "Run as administrator".