On AD, under the users account. Under the Profile tab where it says Logon Script: You need to place something like this. WKIX32.EXE LOGONSCRIPT.KIX

Replace LOGONSCRIPT.KIX with the name of your script.
Make sure that WKIX32.EXE v4.22 and your SCRIPT are in the SAME folder on the NETLOGON share of the Domain Controllers