When you apply SP4 to a Terminal Server Domain Controller, it ignores the Profile and Home Directory settings for users.
When SP4 is applied to a Terminal Server Domain Controller, it erroneously sets RestrictAnonymous to a 1.
To correct the problem, set RestrictAnonymous, a REG_DWORD at:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\LSA to 0.
Shutdown and restart Windows NT.
NOTE: You can also delete the RestrictAnonymous value name.