Files and Programs Deleted when Logging Out to Exchange Server

My Exchange Server 2010 SP1 is running virtually with Windows Server 2008 R2 SP1 in VMware. I am using the administrator account and I wanted to create another user account so I did with the local remote desktop. I also have added them to the administrator account. Is there something wrong with the Exchange Server? Because whenever I log in to the user account, it works so nicely and good. But when I log out from it, everything that I created was deleted. All the installed software was uninstalled. Everything is removed completely. Even my newly installed Microsoft Office Suite was gone despite the fact that it was installed in the admin account not the user account. I am sure I don’t have conflicting software installed but I was wondering why is this happening. I did not restart the computer. I just log off user account so I could switch to admin account. Please help me fix this problem.