User profiles are used to store persistent information about how you like your Windows desktop and applications setup, if you change a default calendar view in Outlook the settings are stored in your profile, if you add a mailbox to Outlook that is also stored in your profile. Other examples are settings that you might set up in Microsoft Word such as the default view (print view, outline or normal) or where you want your toolboxes setup on the screen.

If you save documents in the ‘My Documents’ folder or an image in the ‘My Pictures’ folder, those files are stored in the your profile too.

A Windows profile is split up into two separate sections, the first is a folder which is usually named after your logon ID, this folder is stored on your local hard drive in a directory called ‘documents and settings’. The second is a ‘registry’ file that contains a lot of information about your personal environment and how it is setup, this file is called NTUSER.dat.

If you are using a desktop machine or a laptop all day long then you would never know that you have a ‘Windows Profile’ because you never really log on to anything else, but if you were to walk across the office and log onto someone else’s laptop that you have never used before then surely you wouldn’t expect to see all your personal items in the ‘My Documents’ folder and the applications wouldn’t be personalised in the way that you like them. This is simple because Windows has treated you as a new user and has created a brand new profile for you ready for you to setup all over again.

Taking the scenario into account above, the same situation would occur if you received your applications and desktop session from a Citrix XenApp server. You would initially log onto a server for the very first time (as a new employee maybe) and then you would go about personalising your applications the way that you like them however if you were to log off one day and then log onto completely different Citrix XenApp server the same scenario would occur, Windows will treat you as a new user and will create a new profile for you.

Normally in a large Citrix XenApp deployment there could be over 100 servers, if a user had to personalise their applications 100 times for all 100 servers it would be a totally nightmare and to add to this, the on-going personalisation of the applications would not be consistent or synchronised across all the Citrix XenApp servers in use.

Source: http://www.ptop.co.uk/CitrixUserProfileManagerVersusAppsensePersonalisationServer