Problem on roaming profile

Hi all, i setup a new lab with windows 2008 server, the lab includes a domain controller, a remote desktop services (old terminal services) and a mailexchange server.

Everything is working fine, users can login into the TS, using the authentication on domain controller, policies are ok also, roaming profiles are configured as shares in the domain controller the only problem is that when users login and click on the "My Documents" folder it opens the my documents folder on the Terminal server, and we want and think that is supposed to open the one on the domain controller.

Any ideas?

Thanks in advance.