Citrix Metaframe XP Not always saving Word documents


I'll hope someone can help me with the situation below:

The company that I work fore has one Citrix Metaframe XP server with MS Office 2003 installed on it.
Sometimes (not always) when a user has typed a Word document (or Excel) they click save and close the documten but it is not saved!!!

can someone please tell me what to do or explain why this is happening?

I don't have a idea where to look where its going wrong because the documents are not there....

Some other info:
It is happening by all users at different times
The user connect to a session to open Word (or Excel)
The server is running Windows 2003 Standard

If you need more information please let me know.

Thanks in advance
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So to clarify this, the users are using Citrix Program Neighborhood client to first connect to a published desktop, then they click a Word icon on that desktop to open a new document, then they click "save" and no "save-as" window appears?  It just allows them to save without even naming the file?
If that is not exactly how it occurs, please specify an exact sequence of how it happens.
One place I have seen this is when users launch an attached Word/Excel doc from inside Lotus Notes, then they modify it, then they click "SAVE" and it appears to save fine, so then they exit.  The problem is that since it was an attached document, it opened with a "temporary" filename located in a special lotus notes location like "c:\documents and settings\username\local settings\temp\notes6030C8"    So if the user goes to this location, they will find the file they editied and saved.
But to figure that out, you need to know exactly what they did, so please provide that detail if you have it.

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