Roaming Profiles not deleting at shutdown

Hey guys.

Here's my problem. I've enabled the deletion of roaming profiles when a user logs off, from the GPO in our 2003 R2 server.

This works fine. When a user logs off (xp client) their roaming profile is removed from the local machine.

The issue is when they shutdown. If they choose shutdown instead of logoff the cached copy of the roaming profile is not deleted. When I log on as local admin I can still see it cached. If I log on, as the user, then choose "logoff" it will delete it.

Any idea why it is failing to delete at shutdown? Is this standard? Is my only option to disable the shutdown button and force them to log off first?

Any help is great.

Cheers,
Will