Sounds like you are logging in with a temp profile. I have seen this happen many many many times.
I would log in and then go to the Users folder and see what is there.
If you have a temp folder or a folder with your name followed by 001 or something like that then it is a temp profile.
The fix is to boot off of a CD that will allow you to load the registry of that machine, go to the profile location in that loaded registry, delete the one it created and rename the one with a .BAK to the same name without the .BAK.
I am being vague here because if you dont understand what I am saying, you probably shouldnt be trying to fix it yourself.