I'll have to go back to my docs, but I'm sure that NT/W2k will store locally cached profiles whatever. It's the roaming part that you can move.
If the profiles are getting so big, then they need trimming down. No profile should be >2Mb, IMO. Maybe users are saving documents into the profiles. In this case, the standard NT4 system policy will allow you to modify file locations. All policies should be set up on the PDC.
If you delete all screensavers except the blank screen from the Citrix server, then users can't activate them ;-)
After configuring a default profile with a test user, what I normally do is copy that users ntuser.dat to the Default users ntuser.dat. I know others have different ways of configuring profiles that are more elegant.
Note that if you make changes to a policy or roaming profile, and you use this method, you will need to delete that central profiles of users that require the changes.
It is also a good idea to delete all locally cached profiles on a regular basis. These should be removed by the server when the users log off, so are essentially unecessary. It just gets a bit hairy if users save work into the profiles!
There's quite a lot to investigate here - if I were you I would read up on policies and profiles before going any further. There's a steep learning curve, but once the pennies start to drop it becomes almost second nature. You can start with the white paper on Microsoft's site. At 168 pages, it's an excellent cure for insomnia.
You can also have a look at my FAQ on this site... Please note that it's far from complete/perfect. All comments are welcomed.
hope this helps CitrixEngineer@yahoo.co.uk