I've come across a problem that occurred in Windows 7 SP1, with Outlook 2010 SP1 with users connected to a Server 2008 R2 environment with Roaming Profiles and in particular Roaming App Data.
When you try to create a new Outlook Signature on a new user you get:
"A file error has occurred"
\\server\FolderRedirections\%User%\Application Data\Microsoft\Signatures\