Corrupt Profiles from Remote Desktop?

I loaded up a brand new machine I built and for some reason when connecting over remote desktop, it showed up the profile problem message and now is a freshly loaded profile with no customizations.

All of the files are still there and I’ve read a ton of “how to’s” on restoring the profile. I was curious to know if Remote Desktop is what actually may have done this? I use RD on many other machines and never had this issue, but from searching around it seems like it may be common.

I am Running Windows XP Pro.

Anyone know?