For anyone else that may have this issues. The issue has to do with the UAC and permissions. Microsoft has a script to delay running the logon script allowing it to run with the proper security token. In the following artical look for launchapp.wsf. I have tested this and it is working for me. Although i did have to comment out a few lines so it would run without user interaction.

http://technet.microsoft.com/en-us/library/cc766208.aspx