Windows 2000 Server newbie

I have gone to the Windows Server 2000 and created an OU. I then created a user called “test” within that OU. I then went to the properties of the OU, Group Policies tab of the properties and created a GPO with some very simple configs for testing (disabled the “My Documents” folder on the desk top. When I go to a win2000 client machine and log on as user Test the GPO doesn’t get applied. I have even used the gpresult tool and it looks like only the local policies are being applied. Do you know what might possibly have been missed?