Citrix not deleting user profiles after log off

A very annoying problem with Citrix is when it doesn't delete a user's roaming profile from it's local storage when the user logs off. If you're running Citrix on VMware then there's a good chance the problem is caused either by "Shared Folders" being installed with VMware Tools or the VMwareUser.exe file is set to run on startup. Either of those can lock a profile when the system is trying to delete it.