For the proper application of all parts of a GPO, including the Group Policy Preferences (GPP), you need to install the right client on your client computers. You can find a list of download links below.

• Windows XP: http://www.microsoft.com/download/details.aspx?id=3628
• Windows XP x64: http://www.microsoft.com/download/details.aspx?id=23680
• Windows 2003: http://www.microsoft.com/en-us/download/details.aspx?id=6955
• Windows 2003 x64: http://www.microsoft.com/en-us/download/details.aspx?id=14171
• Windows Vista: http://www.microsoft.com/en-us/download/details.aspx?id=24169
• Windows Vista x64: http://www.microsoft.com/en-us/download/details.aspx?id=15198

Starting from Vista SP2, you no longer need to install the client. Windows 2008, Windows 2008R2 and Windows 7 already have the client by default, so no updates are required on those platforms.