I posted this few times on forums and I got few replies from people with the 
same problem. Nobody has solution or know why this happens. It could be a bug. 
I decided to post it here and let samba team take a look at the problem. Here 
is my post:

I have really weird problem with XP Pro and Samba 3 (I tried 3.0.1 and
3.0.2). Samba 2.2.8a works with no problem.

I can login with no problems. But when I login and logout few times
(sometimes one, sometimes five times) then XP can not load roaming profile
from the server (login still works). I can access to all shares with no
problems. The only way to fix that is to restart XP machine. And then again
same thing happens.
I checked log (level 10) and found this:

[2004/02/09 14:51:27, 3] libsmb/ntlm_check.c:ntlm_password_check(282)
  ntlm_password_check: NT MD4 password check failed for user dario
[2004/02/09 14:51:27, 5] auth/auth.c:check_ntlm_password(271)
  check_ntlm_password: sam authentication for user [dario] FAILED with error
NT_STATUS_WRONG_PASSWORD
[2004/02/09 14:51:27, 3] auth/auth_winbind.c:check_winbind_security(80)
  check_winbind_security: Not using winbind, requested domain [MUNDY] was
for this SAM.
[2004/02/09 14:51:27, 10] auth/auth.c:check_ntlm_password(259)
  check_ntlm_password: winbind had nothing to say
[2004/02/09 14:51:27, 2] auth/auth.c:check_ntlm_password(312)
  check_ntlm_password:  Authentication for user [dario] -> [dario] FAILED
with error NT_STATUS_WRONG_PASSWORD
[2004/02/09 14:51:27, 5] auth/auth_util.c:free_user_info(1278)
  attempting to free (and zero) a user_info structure
[2004/02/09 14:51:27, 10] auth/auth_util.c:free_user_info(1281)
  structure was created for dario

It looks to me that authentication has failed, but previous authentication
passed (first one, login). This one is to access to profile share. After
that all authentications are ok, even profile during logout.

Let me say once more, this starts to happen after few logins and logouts and
restarting computer clears this problem, at least for some time. Everything
else work fine all the time.

I tried everything I know (different smb.conf and XP security and registry
settings), but it did not help.

My SMB.CONF:


[global]
os level = 64
logon path = \\%L\profiles\%U
workgroup = MUNDY
domain logons = Yes
preferred master = Yes
domain master = Yes
local master = yes
encrypt passwords = yes
server string = Server
logon drive = H:
logon home = \\%L\%U
security = user
logon script = logon.bat
socket options = TCP_NODELAY IPTOS_LOWDELAY SO_KEEPALIVE SO_RCVBUF=8192
SO_SNDBUF=8192
log level = 2
max log size = 1000
log file = /var/log/samba/log.%m
wins support = yes
add machine script = /usr/sbin/useradd -d /dev/null -g 500 -s /bin/false -M
%u

[netlogon]
path = /users_netlogon
read only = yes
browseable = No

[profiles]
path = /users_profiles
read only = No
create mask = 0600
directory mask = 0700
browseable = yes
profile acls = yes
csc policy = disable

Critical combination is Samba 3 as PDC and Windows XP Pro. Once more, Samba 
2.2.x has no problems at all. I hope you will have some answer on this.


Dario