Won't load roaming profile

Computer won't load profile from server. Profile will load ok on other PCs. When user is logging on, it connects to server and says: loading your personal settings and then get User Environment error message > can't load that user's profile. The only people that can log on are ones that already have previously logged on to that computer and have a local profile in Docs and Settings. They can get to Internet and also get current E-mail from Exchange Server (so they are not working off line.) Tried other ports, same error. Don't know what the problem is. PS I'm a network amateur.