Go in AD on your 2k server and select the user for whom you want to create the profile. Right click, properties, profile tab and enter the folder name where the profile will be created.
Go on your 2kpro box and login as your domain user. By default the respective folders for this profile will be created on the folder on the server. Don't forget to assign permission to this folder to the domain user and check you have shared this folder or levels above