Since it hits the desktop, there might be something in the Startup directory or in the Run key that automatically logs it out. Try holding down the shift key while it logs in (I use the left one, but I don't know if it matters). That should skip the stuff in the startup. Go to another PC, map a drive over to \\COMPUTERNAME\c$ and browse into Documents and Settings, All Users, Start Menu, Programs, Startup and see what's there.
The registry entires are a bit trickier because they can be locked down, but you need to do it remotely, too. Go to another PC, login as the domain admin, run regedit and click on Registry and Connect Network Registry. Enter in \\computer name and it should pull it up. The key would be in HKEYLM\Software\Microsoft\Windows\CurrentVersion\Run and see what is in there. I'd recommend exporting out the that key before you do anything so you can reimport it later if need be.