If like Captaincrunch00 has said, if the Domain Admins group is not a member of the local admins group of the server then you may have your issue.
Another thing to try if this is not the case is rename the domain admin profile. When you log in as a local admin, rename the profile of the Domain Admin to *.old in the c:\Documents and Settings folder. It may just be a corrupt profile.
When you log on as the Domain Admin again, the profile will be recreated. If this issue is not happening to all other users then it has to be something specific to the domain admin account.
Good luck
"Assumption is the mother of all f#%kups!