Policy gone when I log onto domain

[Ryan]

Hi,
When I logon to a Windows domain under the same user, my
policy is changed back to the default policy.
Scenario:
Monday I log onto Domain1
Tuesday I log onto Domain2 at a different network
Wednesday I log onto Domain3 at a different network
and so on....Whats the best way to have my own profile
used, however but logging onto different domains. i.e
have access to My Documents, Desktop items, etc.. want to
be able to do this everytime I log onto different
networks.

Thanks in advance