Wilco van Bragt has written an article on the infamous Shadow Key timestamp. Normally, when you install an application, you have to set your terminal server into Change user /install (command line) or via Add/Remove programs so it will redirect all HKCU keys to a special place, HKEY_LOCAL_MACHINE\Software\Microsoft\Windows NT\CurrentVersion\Terminal Server\Install\Software.
Only problem is that the timestamps on the server are, when installing a new Citrix server, more recent then the timestamps of the roaming profiles. When users log on, there roaming profile is older then the Shadow keys on the server. Example: Office 2003 signatures will be lost because the Citrix server rebuilds the HKCU! There are some tricks to avoid this (RDT/SDT tools, set server clock in the past, etc.)
Read the article here