Do installed programs stop working?
Do drive mappings disappear?
When a Terminal Server client uses the same roaming profile as a Windows client, the profile is stored locally until the client logs off. It is then written back to the network. If both sessions are logged on simultaneously, the last logged off profile will be the only one that survives. Changes made to the first logged off profile are over-written when the last session is logged off.
Microsoft recommends that Terminal Server client profiles be local only.