If users with roaming profiles loose their wallpaper, it means they don't have the rights to modify their roaming profile or they don't own the files in the roaming profile. For the other problem, if the users are members or the local admin group of their computer, the should be admin of this computer. In AD there are two admin groups entreprise admins and domain admins, the one which has the most of rights is the entreprise admins group. Anyway roaming profiles are allways a bad idea.