Forcing users to upload their local files to the share drive

We are using server 2003, we have been asking staff to upload all the work related files into the share drive since we do only backup our servers and not individual user PCs. Most of our staff don’t upload their files to the server for backup. Is there a way to do some kind of configuration forcing users not to be able to save their files in their local machines? (I guess has to do with the Group Policy). Thank you in advance.