Roaming Profiles: Objects not deleting

Hi all
XP SP3/Server 2003 SP1
In an effort to try & reduce the size of my profile I'm working at getting
rid of some files.
I thought I'd start with the simple stuff. In My Recent Documents on my
profile on the c:\documents & Settings\ user name, there are quite literally
a couple of thousand short cuts etc. I delete them & if I log off they've
gone. If I reboot they return. I have tried removing a smaller folder as a
test & that exhibits the same results. If I delete the smaller folder from
the profile on the server it stays gone but is still there on the c: drive.
What is likely to be wrong here?
If I'm experiencing this the rest of the site is too so I need to get this
tied down so that I can replicate the correct behaviour ie when you delete
something it stays deleted!
TIA.

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Silver haired one in darkest North Hampshire, UK