How do I remove sensitive documents from being left behind a roaming
profile

I am using roaming profiles on a small windows XP network (windows SBS
2000 is the server).

I noticed that if person A logs into person B’s PC and then logs out,
Person A’s profile is left behind on the C drive.   If this profile
contains sensitive documents that have been left on the desktop, this
becomes a problem.

How can I resolve this security loophole?

I don’t want to do anything time consuming and drastic like creating
mandatory polices.  I have everything customized and working just
great.   I just want it to delete the profile when the person logs
out.

I know nothing about policies and all that stuff, and would need a
step-by-step if the procedure ventured into that territory or was
complicated.

Also,
If someone can show me how to make the system delete guest profiles
left on the C drive, then can it be set so that it doesn’t delete the
primary user’s profile?   I would imagine that if it kept deleting the
primary user’s profile, it would take forever for the primary user to
login at the start of the day, and logout at the end of the day.

Create something like netlogon script when user logoff's from client.
OR 
run a security setting script on roaming profile files during logon
(on client) so that only specified user can access the files (netlogon
again)
OR
put secure user files in a secure directory on network share and map
that directory on a user desktop (or even try to map desktop on that
directory -> tricky !!  you must hack the registry key for that user)

The way this is meant to be done is with the use of Group Policies
through the Windows 2000 Group Policy Administrator. There is a
specific policy for "deleting locally cached copies of roaming
profiles when a user logs off". This would take care of your problem,
but it would require setting up a group policy which you seem
reluctant to do.

The only other way like dudo says is to setup scripts that run during
logoff or setting up some sort of advanced security settings that flag
those files with permissions that are only accessible by the owner.

Personally, I think the group policy would be easier than trying to
setup all of that. I know that Group Policies can be intimidating at
first, but I think after you learned how to use them, you would find
all sorts of new uses for them and have much better control over your
SBS 2000 environment.

If you decide to go the Group Policy route, just let me know and I'll
be happy to get you the information you need to set that up.

-PWizard