start menu icon missing after a log off/on (pin to start menu)

I am having a problem with our start menu onXP Pro’s (on a domain). We have the option to “pin to start menu” and it works, but when you log off / on the start menu icon that was “pinned” is missing. I have tried this on our 2003 Servers, my home XP Pro, and the icon remains in the start menu until manually removed. Only on our work XP Pro clients either logging into the domain or local admin does the icon disapear after a log off / on. Our group policy is at a bare minimum at best. Any assistance would help me out a great deal.

Thanks.