1. A system for providing virtual desktop extensions on a client desktop, comprising: a client machine having a desktop interface; a local application executing on the client machine, wherein the local application stores one or more authentication credentials for the client machine in a credentials cache locally coupled to the client machine, and wherein the local application further displays a list describing a plurality of virtual desktop extensions available to the client machine in a cloud computing environment; and a virtual desktop extension manager in communication with the client machine, wherein the virtual desktop extension manager is configured to: receive a request from the local application executing on the client machine, wherein the request identifies one or more of the available virtual desktop extensions displayed in the list; receive the authentication credentials for the client machine from the local application executing on the client machine; and launch a virtual machine instance that hosts the identified virtual desktop extension in the cloud computing environment in response to determining that the authentication credentials received from the local application indicate that the client machine has access to the identified virtual desktop extension, wherein the local application displays the virtual desktop extension on the desktop interface for the client machine in response to the virtual desktop extension manager launching the virtual machine instance that hosts the virtual desktop extension.