Roaming Profiles and Software Settings.

I am in the process of setting up my first roaming profile.  All users currently use local profiles.  I setup my own account as a roaming profile as the first test.  I went to a workstation that did not have my account as a user profile, and it retained my desktop.  However, I thought it would also retain my outlook profile.  When I opened Outlook it starting the install process.  My recent documents were empty.  I checked the shared folder where for my profile and a bunch of recent documents were visible though!?!?!  I can setup a script to remap all network mappings and printers, so that is not a problem.  I simply thought roaming profiles alleviated the need of installing programs and defining user settings between computers.  Am I mistaken?  Do you have any detailed information as to what exactly roaming profiles is supposed to do?  I figured the logon and logoff time is much longer now that it would capture many of my profile settings!!!