We have two Windows 2003 Terminal Servers. When users log on to TS1,using roaming profiles, the settings they have made are loaded as would be expected. When they log on to TS2 the same way, some settings load (eg Wallpaper), but their Internet Explorer 7 settings do not. In particular, they change their home page while logged in, log off and back in the homepage will be lost. If they log on to TS1 they will load.
The TSs are both in the same Domain and OU