If you receive:

Windows cannot update your roaming profile. Contact your network administrator. DETAIL - Access is denied

when you logoff, using a roaming profile, you have a permissions problem.

This behavior is the same in a Windows NT 4.0 or Windows 2000 domain, but is different based upon the client platform.

A Windows 2000 clients needs Full Control on the share, because it must write extended attributes.

A Windows NT 4.0 client only requires Change permission on the share.

Both clients require Full Control NTFS permissions on their folder and List Folder Contents, Read and Write on the share (parent) folder.