Anoying message on startup for profiles!

If anyone could help with this one I would be eternally greatful. Now I seem to have a problem where on Windows 98 machines (NT4 Server) a message always pops up about not having logged on before and if they would like to retain the settings. This yes or no answer message seems to confuse and annoy the clients and they would prefer it not to occur. I assume this is due to the policies in place, but I have not be able to work out a way to stop the nagging message. Any suggestions will be welcome on this matter.