How do I copy a user profile when changing domains?

"This is a list of references (in preferred order of reference).

How to copy data from a corrupted user profile to a new profile in Windows XP
Microsoft support KB811151

Copy a user profile -- Microsoft XP Product Information
How do I copy one user profile to another? (Indiana Univ KB)
They also have these two interesting notes.

Note: At Indiana University, the University Information Security Office (UISO) recommends that you normally refrain from running your Windows computer as an administrator. For more, see What is the principle of least privilege?
Note: As copying one profile to another will completely overwrite the target profile, you should back up any important data before copying over a profile. It is also a good idea to test these steps on a test profile before copying over a profile in use.

eHow: How to Copy a Windows User Profile
Petri IT KB: Copy User Profiles in Windows XP"