Group Policy in windows 2000 server with winXP sp2 clients

I have created an OU in my domain (windows 200 server). Then I created a group policy for the OU where I enabled the “disable connection page” policy for internet explorer connection properties. I have set the policy in user config.>administrative template. Then I moved one user to that OU. But the policy is not applying in the client computers for that user. If I login in the server with the username, it works. Now how to apply this policy to the domain computers? My clients are windows XP sp2 and all are part of the domain.
Please help..