to convince them, then you're definately not going to scare them into doing the right thing. You'll have to, as many others have stated already, create a policy that stores all their "my documents" data on the (whatever*nix) RAID'ed, redundant power supplied, UPS'ed, tape backed-up and fully documented SMB server. No need to get all those NT client licenses and over-spec'd machines if you dont need to, that'll make you look even more golden.
And remember the documentation, the best Sys_admin that I have worked with made sure that everyone had a folder that explained, in layman's terms, all the procedures and settings for using a workstation on the network from where to save files to how to set up email clients and browser settings. Make sure they read it and understand it, it'll save everyone's arses and time in the long run and will ensure that you can go on holiday or take a sick day without getting called every 5 minutes.