User Profile Corruption

I encountered an interesting problem last week when one of my users decided to logon to our Win2000 server from a different client (we use thin clients using terminal services via Citrix). After logon he noticed that all of his desktop icons were missing including my computer and recycle bin. He then logged off and started his own terminal and the same thing happened. Why would this happen? What’s the best way to solve the problem and retain all of the settings in his profile?