SAPGUI DLL Initialization failed - check installation

Hello.
We have Citrix Metaframe Servers that hold SAP GUI 620.
Lately we added new Citrix Servers and installed SAP GUI 620 on them.
We use roaming profile.
We have encountered a mysterious problem:
Users that login to "New" Citrix Servers and have NTUSER.DAT (in their profile) that does not contain any SAP Keys and open SAP GUI 620 - Receive the following error:
" SAPGUI DLL Initialization failed - check installation "
The point is that it matters to the SAP on the "new" servers if the user have SAP key in the registry.
So in situations when a user logs in for the first time to a Citrix server that does not have SAP installed - he gets NTUSER.DAT that dows not hold SAP key. If he then tries to login to a new Citrix server and opens SAP GUI - he receives the error.
Has anyone ever encountered this matter? or even this Error ?
Thx,
Edward

First of all i appreciate the response and the solution.
The Flex Profile sounds very good , however, i'd rather solve the problem rather than bypass it or install new profile features.
I have new servers and old servers.
The SAP on the old servers doesn't care if a user has the SAP key in the NTUSER.DAT (HKCU).
Only the SAP on the new servers produce this error - and only if the user has NTUSER.DAT that doesn't have SAP key in it.
We compared the HKLM> SOFTWARE-> SAP between the old and new - they are identical.
Any more ideas ?

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