Network Domain & Windows

Hi

My computer is on a network domain. I have a user name set up. However,
when I log into the user name, it resets my Windows as if I'm logging
in for the first time. My wallpaper sets to the default, the home page
resets, my icons that I added to the desktop are gone. I have to change
the start menu setting and everything.

Has this ever happened to anyone before? Is there anyway to fix this?
Could it be a problem with the user and not the computer?

Lindsay