Home Folders Not Connecting Properly

We are using Active Directory in a 2003 Domain to map users to their Home Folders.  The mapping is setup under their account properties in AD to connect P: to \\server\home directories\username.  However, recently if a user logs on to a machine for the first time, My Documents is not automatically redirected to this directory and we have to manually change the properties to get it to point correctly.  I thought this was supposed to happen automatically but maybe I'm confused.  Not a huge problem, but definitely a nuisance.  If someone could shed some light on this it would be great.