Normally, to do this, you would simply add the folder to your Login Items. However, due to problems with how the accounts are configured, this can not be done so simply. Here is how to work around the problem:

1. Open the “Directory Access” application located in /System/Library/CoreServices/.
2. The following window will show up. Click the lock button and enter your login/password to unlock it.
3. Once the window is unlocked, select Active Directory and click the little pencil icon to edit the configuration. Uncheck the Use UNC path from Active Directory to derive network home location. option and press OK.
4. Now connect to your home directory by going to the Finder and choosing Connect to Server… from the menu. This will mount your home directory, which we will now add to your login items.
5. Open “System Preferences…” from the Apple menu and choose Accounts. Choose login items from the tab panel as shown below.
6. Press the + button inside the Login Items pane and choose your home directory.