Ok. As an agent in JIRA (not the user who raises it, as they have a simplified veiw of the requests), you should be able to use the "link" function on the request to link to the Story in Rally, if the application link is set up to support it. Even if it's not, then the agent can still use the link function and put in the plain https link.
...be more productive while being fun to use at the same time. For some, getting started can be a bit intimidating. This is especially true if Jira Service Desk is your first exposure to Atlassian...
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