Windows Roaming Profiles
In a Windows-NT Server or Active Directory Domain, the roaming functionality can be enabled for user accounts by specifying an UNC path for each user in "Active Directory Users and Computers" MSC-applet.
When active, the user's profile data (all files below "C:\Documents and Settings\%USERNAME%" except "Local Settings") will be synchronized down from the server when logging on and synchronized up to the server again on logoff.
If a user account is losing its settings/changes every time logging off, the reason could be a "mandatory profile" that does not allow for permanent changes, or being a member of the "Domain Guests" group which seems to have set a policy that nails the profile to status "roaming/temporary". Removing the user account from the "Domain Guests" group and making sure it's member of "Domain Users" group should help.