I have been recently troubleshooting an issue where users are randomly and occasionally getting errors when XP cannot load their local profiles. Now my first though was that it was a problem with roaming profile but I soon discovered that this client enviroment did not use roaming profiles. After some hunting I found this excellent article which describes the issue.
In essence what is occuring in this enviroment is that one of the app’s they use is not shutting down properly when the user logs off and so when they try to log back in the ntuser.dat file for the profile is still locked in use by their last login and it generates a temp profile for them.
An interesting problem that I had never seen before.