user lost his desktop

From my internal location, i can connect to the server and launch
applications using both http://caeserver and https://caeserver.mycompany.com.
And from external location, i can connect to the server and launch
applications using https://caeserver.mycompany.com. Its fine.

The Platform is part of Domain Controller - DC - it consists of 3 servers
with WINDOWS 2003 SERVER STANDARD, in which one is installed Citrix Access
Essential 2.0, and the Group Policies Objects - GPO - on DC is not modified.
Again its fine.

Problem description: User PETER access via CAES 2.0 from remote site, while
user MICHEL only access via Local Network. The user MICHEL normally open
files on "C:\Documents and setting\MICHEL\..."
Really, when user MICHEL login on Local Network, 3 times not consecutives in
last month - this user lost his desktop - incredible - no viruses no spyware
no phishing, and curiously his desktop link to following path "C:\Documents
and setting\TEMP", as you can see the login was created on Directory TEMP and
the directory "My Documents" of MICHEL link to "My Documents PETER".

When we retry this error, we cannot, which I'm guessing is due to the error
with the access remote user PETER.

¿Can we separate and change GPOs between local and remote users?

Thanks,