Folder Redirection

So, I set up the Default Domain Policy under Group Policy Management

in Server Manager in Windows Server 2008 for Folder Redirection. The

settings I chose were Basic (Redirect everyone's folder to the same

location), and under Target Folder Location, "Create a folder for each

user under the root path" was chosen. The Root Path is set as \

\SageRealtyDC.SageRealty.local\SageRealtyUsers. I set up

SageRealtyUsers as a Share and gave Everyone Full Control. From most

of what I read on the subject of Folder Redirection, this should

create a folder in the SageRealtyUsers folder when the user logs in

using this new policy for the first time, and copy the My Documents

folder there. That is not happening. Am I assuming wrong? Do I need

to manually create the user folders myself?