U mean ur facing the prob only with 1 particular win2k? If Yes,Make Sure that u given security permissions for policy for Active Desktop is Read and Apply. Then only the policy will apply for that computer account.
In the other way by using the tool GPRESULT u can identify whther this policy is applying for win2k r not. And check in Even Viewer for logs related to policies. Hope this will work for u.. Good Luck..