I have heard of this problem before, and it seems to be prevalent in setups where there is a primary and backup domain controller. Apparently it has something to do with which BDC authenticates the user; when a user is authenticated by two servers, the logon scripts do not run. You can disable the Net Logon service on the BDC that appears to be causing the problem, but this is not a long-term solution. I'm still trying to find a long-term solution myself.
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