I Have A windows Server 2003 Active Directory and when i log on to my Active Directory Server by My Administrator account I can not change any feature in it's desktop and any change not saved. and by log off and again log on all changes in my desktop reset to none. and also other user that have permission to remote can not remote to it.

Please check if you have a mandatory profile. - http://support.microsoft.com/kb/307800 and also other user that have permission to remote can not remote to it. Other users cannot RDP or log on locally to a domain controller, it's disabled by design for securing the DC. Only administrators have rights to log on to a domain controller.- Sachin Gadhave MCP, MCSA, MCTS

Did you check the event logs. Check the below article. http://myousufali.wordpress.com/2012/04/12/your-user-profile-was-not-loaded-correctly/ I hope it will help you. Thanks