What's happening here is that, when the machine first communicates with ePO, the server tries to work out where to put the machine. If the machine is ending up in the lost and found group, it means that ePO is not able to match the location in the tree where the existing entry is.
It sounds like you need to set up some sorting rules for your groups, for example based on IP address. Please see the "How a system is first placed in the system tree" section of the ePO product guide for more details.
Thank you very much for your information.
But I just wonder why there's no problem if I installed the agent manually using .exe file. In this case, those PC can remain in the group which is the same as that of AD. And there's no duplicate entry arise.
That's very strange, I admit - from ePO's point of view, there's absolutely no difference between a machine that is imaged (and has its AgentGUID removed) and a machine that has a "new" agent installed manually. The first time either of them communicate with the server, they have a brand new GUID, and the server applies the same process to determine where to place the machine in the tree.
I can't explain that behaviour at the moment Are the imaged machines in a different domain to the manually-installed machines, by any chance?