Windows 2003 Folder Redirection

I've redirected a user's My documents to a folder on the server, and it works great. However, it will not work, for some reason, on the laptop he takes home. I've tried to log on at different computer under his name, and you can see his documents, so I don't know what's wrong with this particular computer.

Are there any obvious things I should check? It's already part of the domain and connected. Group policy has been refreshed several times.

Thanks,