Folder Redirect is not working in 2003

So I'm practically at my wits end. I've done everything I've seen online to get the group policy folder redirect to work. I've got a shared folder on my domain controller that the policy is set to create "/%USERNAME%/application data" or documents or whatever.

I've tried editing the registry and adding the HKEY_LOCAL_MACHINE/SYSTEM/.../PARAMETERS key in registry, and to no avail.
I hope there's something simple I'm overlooking because I can't figure it out.

Thanks for any help.

 

Well they work now, but people are complaining because everyone's start menu has a folder for every user.

Does anyone know of a way to fix this so that each user only sees their start menu folder?