If you’re trying to do it with inexpensive off-the-shelf consumer/SOHO grade routers, you’ll just get frustrated. You’d need a more programmable (and more costly) router to route the traffic through your two available connections (or perhaps use a Linux box running “route2″ as your router).
Simple-minded routers have a single-rooted connectivity tree and only the simplest rules for directing which packets are to be sent to which port. I suppose you could set up a bunch of carefully worked out static routes that would enable you to send some traffic over one SDSL line and other traffic out the other one, but it’d be a pretty fragile arrangement.
Once you add Citrix to the mix, I’m afraid you’ve blown past the point where I can give advice based on my own experience.