I have an XPPro system that insists on losing or not saving settings.
For many of them, I have to log in as admin to save the settings (which is usually no problem).
For some of them, the admin has a different set of settings. So the user can't modify the settings because they don't have permission. The admin can't modify the user's settings because the admin has a different set. I could upgrade the user's account to admin to do this but I shouldn't have to! In this case, power management settings is the most annoying. When on battery (UPS), the settings want to hibernate after 2 hours. The battery only lasts about 20 minutes. I can't access the user's setting to modify it though the admin's is OK.
Finally, even some of the admin's settings refuse to save. The only example I can think of at this moment is the toolbar settings for IE or Explorer; they reset back to the same defaults every time.
Fingers crossed that Longhorn isn't crap...