Unlike Windows 2000, XP+ does not process GPOs in the foreground synchronously. This feature is called Fast Boot. This can affect changes made to roaming profile paths, home directories and some logon scripts as well as GPOs that may manage software deployments or folder redirections. Jeremy talks all about this in his book. He suggests you enable the Group Policy setting Computer | Administrative Templates | System | Logon | Always wait for the network at computer startup and logon policy. This setting will alleviate this problem, but there are some caveats.