RDP sessions take forever to log on and log off...help

I'm using XP RDP to connect to various network servers some 2K others 2K3.
Also using a mix of Remote Admin Mode and Application Server mode. My
problem is that for some reason when I log in or out on various servers it
seems to take forever, sometimes 20 or more minutes while displaying "Saving
your settings". Does anyone have any ideas what is going on here? Could it
be roaming profile related? Thanks for any insight.