Here it is finally...  ( note , I did not write this )

Whitepaper  Configuring and Troubleshooting Certificate Services Client–Credential Roaming...

 Should answer a lot of the questions I got in response to my previous posts on DIMS ( Credential Roaming ) which is built into XP.

A few notes - it wont work with remote file encryption.

Too bad since remote file encryption's general response is " use roaming profiles" but with XP and a Vista roaming profile it wont work  :(