I discovered a little issue recently with the Profile module in Drupal 6 and after finding the solution I thought I would post it here in case it helps anyone else.
The problem occurs when using the list selection form item in a specific way. This form item works find for just about every situation, except one special case. Lets assume that you wanted to ask a user a question which requires a number between zero and four; you enter the following into the selection options box.
0 1 2 3 4
This is saved fine, but when the form is rendered it doesn't actually print out the option to select 0, which is odd as the value is definitely saved in the database and can be reedited in the form admin.