Read the "Running KiXtart" section, which is on pages 11-13 of the 4.20 version of the manual.

This starts by explaining how to run KiXtart scripts locally, and then goes on to explain how to run them as logon scripts.

If you have Win9x clients be sure to read the warnings and the alternative method (batch file) of running login scripts.

If you still have problems, post an update.