This article tells me how to setup Profile and Folder Redirection. By default, a profile include redirectable folders which includes Application Data, Desktop, My Documents, and Start Menu. So when you redirect profile withou Folder Redirection settings, the redirectable folders stay inside profile folder. The synchronization between local profile and network profile happens only during login and logout. The good thing is that user's local file operation in the profiles is fast, but the login/logout is slow. Folder redirection makes this reverse, file operation in these folder is synchronized in real time, so that it is not necessary to synchronize folders when login and logout.

The suggested redirection options is that "Create a folder for each user under the root path". Doing this for all the redirectable folders can make them stay together. If you want to change back to let rediretable folder stay with profiles, you can choose "Redirect to the local userprofile location"

So the options are:

  1. Redirectable folder stay with profile
  2. Redirectable folder separate from profile

So which one should be used? If your network is very heavy or slow, and real time synchronization is not most wanted, choose option 1. If your users care about real time synchronization, for example, the user two computers at the same time. Choose option 2.