To set up a roaming profile, do this:
1. Create a share, somewhere on the server... "\\server\profiles" is a good place to start.
2. On one of the XP boxes, while logged in as an administrator, go into Start/Settings/Control Panel/System, in the User Profiles tab, select User1, and click Copy To... (you can't be logged in as this user while copying it). Copy it to \\server\profiles\User1. For "Allowed to use", click the browse button and select User1.
3. On the server, in Active Directory Users & Computers, edit User1, in the Profile tab, set the Profile for that user to \\server\profiles\User1
4. Restart the XP machine, and log in as User1.. their profile should now be roaming. You can check this by going back into the User Profiles tab in System Properties, and it should list Roaming.
Step 1 only needs to be done once. If you don't care to copy the profile, step 2 can be skipped, a default profile will be created for them. Restarting is optional, but you must atleast log out & log back in.