Exclude My documents on roaming profile

On a domain with roaming profiles, the folder “My documents” follow the user from Server to Client, and is copied on local folder “Documents and Settings”. When the user log off, the files go back to Server.
I want that the user can access to his documents on Server, but the files are not copied to local machine.
I have users with 500 MB of files, and the time for log on/log off is too large.
How can obtain this?

Thanks a lot