I am a mobile user and have to connect to several workgroups with different username/password due to network policies in each company. Problem is that I want to use same directories (i.e. My Documents) with each "user". I tried with user profiles and local path but instead of using the same directory, everything is copied from my initial user to other users that I am using. From that I conclude that I can not use the concept of sharing profiles. Is that correct?
It depends on whether you are actually logging into domains or if you are using different local user accounts. If you are using different local user accounts, you could start by assigning the same local home directory to each of the users. You will want to make sure that the permission on the folder you select are correct so that each user will have Change permission at the least. Next, you can right-click on the My Documents shortcut on the desktop and click properties. There it should list a target folder - set this to a path on the local hard drive.
Now, if you are logging in a domain - much of this may be controlled via a Domain group policy, and thus you will not be able to alter the behavior.