Try this...
Log into the original domain to get the roaming profile stored on the desktop. Log off and back on as local admin and give permission to the profile folder to everyone. Log off again and log on as the user on the SME domain. Now copy all files from the original profile to the new SME profile. I'm not sure if ntuser.dat should be copied, but all other files should be ok. After logging off, the file should be saved tot he SME roaming profile.
I know that this is time consuming, but it's the 'dirty way' to do it. If you want to do multiple users, you may want to give permission on the SME server for the Win2K server and admin in oder to copy files directly to the folders. After you create the users default profiles on the SME server, you should be able to directly copy the files to the appropriate folders on the server as admin, remeber to reset permissions though.
I hope this helps, and I hope that I didn't confuse you too badly.It's all because of permissions and SIDs.
Fred