Domain Logon

I am logging my XP pro computer on to a w2k domain controller. I logon ok, but my group policies are not being applied. If I logon at the server with the user that the policies are applied to, they work fine.

Windows 98 required me to change my security from shared level to user level for this to happen. Is XP the same, how do I change to user level security.

What do I need to do to get my group policies to be applied to my XP pro computer.