[Samba] Logon fails due to "The system cannot find the file specified"

[Adam Tauno Williams]

I have a couple of Windows 2000 boxes that only accept logons from users
who have logged onto the system before.  For new  users the logon
appears to succeed, proceeds to "Loading your personal settings" and
then the following error appears -

Windows cannot log you on because the profile cannot be loaded. Contact
your network administrator.

DETAIL - The system cannot find the file specified. 

- after which the user is thrown out.  I've chased this around quite a
bit,  I'm not certain if it is a workstation problem, a Samba problem,
etc...  I have ~200 other Windows 2000/XP workstations that are working.
I've cranked up the debug level and read the logs, and set auditing on
the local filesystem.  Nothing seems to elucidate the cause of the
problem. 

Would be nice if it just came out and said which file couldn't be
found. :)