I am running Active Directory on Server 2008 and redirecting My Documents, Favorites, and Desktop folders to the server. When the PCs go a screen saver and the user needs to login they loose connection to their Desktop icons. Their My Documents, Favorites and all mapped drives all work fine, they only loose Desktop icons. The only way to restore connection is to restart the PC. I have disabled the setting on the network card to allow Windows to put it to sleep, and it seemed to help for about a week. The strange part about this issue is, it doesn't affect all users only about 6.

I am having the same issue, but the shared drive is on a 2003 cluster for folder redirection. Did you ever find anything else out?