If you aren't familiar with roaming profiles, here is a quick explanation of what is happening. Windows stores some settings in a folder in the profile called "roaming" and those settings will follow a user. Other settings are stored in folders called "local" and "Local (low)" respectively. Those do NOT follow a user. You cannot force settings into any of these folders. Which folder a setting goes into is hardcoded in the OS (settings that MS deemed should not roam for whatever reason...)
Favorites and the default page are two such settings that do not roam. There is no way to address this.
With that said, there are ways *around* at least one of them. When it comes to IE Favorites, this is a folder you can turn on "folder redirection" for as a group policy. I recommend using folder redirection with roaming profiles anyways as it can significantly speed up logon times. If you turn that on then IE Favorites will be redirected to a server share you choose to set up (same rules apply as setting up roaming profiles, create the root share and let the OS create the username folders) and the "local" part of that folder will point directly to the server instead of the local hard drive.
