With Windows Server 2008 R2, Microsoft support two VDI deployment scenarios: virtual desktop pools and personal virtual desktops. The two scenarios present two different models of assigning virtual machines to end users: shared and dedicated. What's a personal virtual desktop? A personal virtual desktop's a VM hosted on a Remote Desktop Virtualization Host (RD Virtualization Host) server and assigned to a user. Unlike a virtual desktop pool, where a VM can be configured to rollback changes when a user logs off, a personal virtual desktop retains all changes made by user.
For details on how to set up personal virtual desktops, refer to:
Microsoft Download Center
More info: RDS blog