Profile don't save when user shut down or reboot his computer but save when the user close his session

Hello,

This problem is not for all users :
when an user close his session, the profile saving nicely on the file server but When an user shut down or reboot his computer, the profile data don't save.

My AD is under Windows 2008 R2. Profile path of all users is set to a file server under Windows 2008 R2. Our users works on Windows XP and Windows 7. All is update by using a WSUS.

This is my 1st test :
- I logon in an user acount.
- I create a file on the desktop
- I shut down the session
- Windows says "saving your settings"
> The file appears on the file server ( = OK)

my 2nd test :
- I logon in an user acount.
- I create a file on the desktop
- I shut down the computer
- Windows says "saving your settings"
> The file doesn't appears on the file server ( = NOK)

my last test :
- I logon in an user acount.
- I create a file on the desktop
- I reboot the computer
- Windows says "saving your settings"
> The file doesn't appears on the file server ( = NOK)