You need to create a share on one of your boxes. Then, double click on your user account in computer management and go to the profile tab. For the profile path, type \\nameofmachine\sharename\%username% It will then create a folder in the share named the same as your username. The next time you log out, your profile will be saved to the share.
Since you dont have a server, and therefore cant have a domain, you will have to set up an -identical- account on the other machine. That is, same name, password, and same info in the profile tab.
Even then, if the machine holding the profile goes down, then you lose your "roaming" profile, and you would get your cached profile if you logged onto the remaining machine.