The following events were listed in the Windows 2003 event log when one of our second level help desk staff connected to the server console via RDP:

Event 1521 Source Userenv 
Windows cannot locate the server copy of your roaming profile and is attempting to log you on with your local profile. Changes to the profile will not be copied to the server when you logoff. Possible causes of this error include network problems or insufficient security rights. If this problem persists, contact your network administrator.   
DETAIL - The network name cannot be found.
Event 1511 Source Userenv
Windows cannot find the local profile and is logging you on with a temporary profile. Changes you make to this profile will be lost when you log off.

The solution, as outlined in KB941339, is to delete the SID entries for the source user account from the following registry subkey:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\ProfileList

To determine the user’s SID, save the script found here as a .vbs file.

strComputer = "."
Set objWMIService = GetObject("winmgmts:\\" & strComputer & "\root\cimv2")
Set objAccount = objWMIService.Get _
    ("Win32_UserAccount.Name='kenmyer',Domain='fabrikam'")
Wscript.Echo objAccount.SID

Change the Win32_UserAccount.Name=’kenmyer’,Domain=’fabrikam from kenmeyer and fabrikam to the user account in question and your domain name.
I saved the script as getsid.vbs.  Open a command prompt, and execute the script using cscript:

cscript.exe getsid.vbs

The script will display the SID associated with the user account specified.  Delete this from:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\ProfileList
to correct the Userenv errors.