Cracked it, well for me anyway.
check the AD account for the user you are experiencing the problem with, on
the "member of" tab within AD check to see if Guest, or Domain Guest is in
the list, if so remove them and reboot you should be fine, it worked for me
anyway. apparently if vista sees you as a memebr of a guest account it
automatically sets you up with a temp profile and deletes it on exit.
hope this helps you bob, it has been bugging me for days.