XP profiles with NT Server

Has anybody else had problums with Windows XP Roming profiles on an NT server. When any user logs into my server with xp only part of his profile will load the backround picture will be grey and start menu will be a light grey they can set it back to there preference but the net time the log out and then back in the settings are lost.

I hope this does not happen with Windowss 2000 server when I upgrade this summer.