First stop is the client logfiles (CCIM32.log , WN_LOGON.log) which may give you some more information as to why this is occurring.

A similar problem has been seen on some laptops. Every time some laptops users dialled in from home each night, the client would de-install, and then when they logged onto the LAN the following morning, the entire client would re-install.

This problem demonstrates SMS's high reliance on WINS (which it will be for the foreseeable future). This reliance causes problems to those people who want to migrate to a "pure" Windows 200 environment (i.e. without WINS, using dynamic DNS). The bottom line is if you're going to use SMS 2 you MUST have a WINS server on your network for it to use.