Roaming profiles don’t save files

HI there,
we have an NT4 system in place. The users access this system by using roaming profiles held on the PDC. Each roaming profile has it’s own network directory in which to store the profile info. A user can access any PC in the organisation and be presented with their own desktop etc.
The problem occurs when a user is using a roaming profile and saves work (excel spreadsheets, word files etc) to their network drive. The files are saved to the drive but if the user logs off the PC and logs back onto the same, or another, PC; then the files have gone.
I’ve recreated the profile form scratch but the problem is still occuring.
Anyone got any ideas before my users loose anymore of their work?
Thanks again,
Craig