Redirection of Application Data, Desktop, My Documents, My Documents/My Pictures, Start Menu etc.

1. Select a central location in your environment where you would like to store Folder Redirection, and then share this folder. In this example, FLDREDIR is used.
2. Set Share Permissions for the Everyone group to Full Control.
3. Use the following settings for NTFS Permissions:
   • CREATOR OWNER - Full Control (Apply onto: Subfolders and Files Only)
   • System - Full Control (Apply onto: This Folder, Subfolders and Files)
   • Domain Admins - Full Control (Apply onto: This Folder, Subfolders and Files)
   • Everyone - Create Folder/Append Data (Apply onto: This Folder Only)
   • Everyone - List Folder/Read Data (Apply onto: This Folder Only)
   • Everyone - Read Attributes (Apply onto: This Folder Only)
   • Everyone - Traverse Folder/Execute File (Apply onto: This Folder Only)
4. Configure Folder Redirection Policy as outlined in Windows Help. Use a path similar to\\server\FLDREDIR\username to create a folder under the shared folder, FLDREDIR.

Source: http://support.microsoft.com/kb/274443