Domain vs local logins on laptops

How do I manage logins for W2K laptop users? How do I create a uniform set of ‘private’ settings for my users (location of My Documents, Outlook Express address book, etc.) who sometimes log into the domain and other times log in locally to their machines? I have 5 sales guys who travel 50-75%and I’m not sure how to handle it.
If I want My Documents pointing to a network location when logged in to the domain, what happens when I log in locally when I’m not connected?

I’m confused.