In Windows XP/2003 administrators can redirect users Application data to a network location as per the below listed steps.
Log in to the Domain Controller machine and open the Group policy object editor( see here)
Next go to User Configuration->Windows Settings->Folder Redirection
Right click on “Application Data” and click on Properties. This will open a window like below.
Now you can configure “Application Data” redirection by selecting either the basic or advanced in the setting combo box. Basic allows you to redirect every user’s Application data folder to a sub folder under a single root share whereas Advanced allows to specify each user group’s target to a different share. After setting this click Apply and OK.