No access to local group policy

I created an Active Directory Group Policy to locke down the desk top. Where I used to work and they used AD Group Policy you could still drill down to the local GPedit.msc and make changes so you could trouble shoot. For example give that user you are logged in as access to the run command. However, when I implemented my policy I get “You do not have permission to perform this operation.
Details: Access is denied.” I tried unchecking the “No Override” in Active Directory Users and Groups. I can get to all the folders in \\domainname.com\sysvol. Please help!
Tracey