Windows 7 not keeping settings upon restarting

I have a new installation of Windows 7 Professional. I can successfully login to my 2003 Domain Controller, and Map drives, and Change settings, such as wallpaper, create shortcuts, etc. But the minute I restart Windows 7, or simply logout, and log back in, all of my settings are gone. I then have to remap my Network drive again, and create all of my shortcuts, and settings all over again. Has anyone encountered this problem? Any help would be greatly appreciated. Thanks!

Are you using Roaming Profiles on your network?
Could there be any group policies that restrict how you can setup your user profile?
Since you are connected to a domain why not use the script in the SYSVOL share and specify the script in the user account.

Thanks for the infor DC. I have checked and It definately was a group policy setting. This is what I had to change to get it working. I went into GPEDIT.msc, and changed the Always wait for Network at computer startup and logon from disabled, to enabled, and that solved it. Wonder why it's disabled by default? Anyways, thats what the problem was. Thanks for the info.