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 longe  ...