Disappearing files…

We have more PC with Win2000 Prof. connected as client to a windowsNT Server PDC.
The client are configured for a local/standalone login from a local user OR as a Domain Client with a Domain user login.
When we connect as Domain User all seem OK.We use the Domain resources and the local resources. We save files on the local drive.
When we disconnect and recconect, the files we have save are disappeared !
Any idea..?