Vista loses settings after reboot

I upgraded from XP pro to Vista Business, and it was a disaster. None of my
favorites transfered. (Plus 30 gigs of music disappeared) Plus, everytime I
rest arted the computer, It would start up as if it was the first time it had
been run. The Desktop, Gadgets and Taskbar go back to their defaults and any
IE Favorites are gone.

So I did a clean install. I was able to restart without losing my settings
for a few times at least. Today I shutdown the computer, and when I restarted
it, all my settings were gone.

All these settings are saved in the user folder, aren't they? What can I do
to make this work? If I can't solve this problem soon, I'll have to go back
to XP since I do have work that need to get done.