Ok, there are some pretty standard steps in troubleshooting the applying of GPOs.
The first is to run a "gpresult" (without quotes) from a command prompt when logged on as the user, and also to the computer in question.
Look through this info, and ensure that your GPO (if it contains BOTH user and computer settings) is listed as being applied under the User Configuration and Computer Configuration section of the output text from the command. This will give you a clear indication if there is a problem applying the GPO to either AD object.
Bare in mind that for Computer objects, the security filtering in the GPO must include the computer account, or a group that the comp account is a member of (and it must have the read and apply gpo rights!).
My first guess would simply be that as the others have stated, the policy hasn't refreshed (though a restart of the machine would be the best route, as it forces a foreground refresh cycle, which SOME policy settings require (such as folder redirection and log on scripts).
If not that, then I'll be the gpresult command shows that there is a problem, and should give you a clue as to what's causing.
Try the above, and report back what you find, with screenshots if possible or necessary.
Many thanks,
Pete