Roaming Profiles & Email not saving

Hi,

I have set up a roaming profile on a windows xp pro machine.(latest sp/patches etc.)
All works well except for email messages dissapearing after logging out and back in again. Email Account settings seem to stay. I am using outlook express 6.

I have tryed resetting the profile from scratch as well. And in the mean time I have had to set the store directory to a local folder. This seems to work.
But I really need the messages stored in the roaming profile, which is otherwise working OK.

Has anyone ever seen this before or does anyone have a solution to this problem?