Group Policy Preferences management can be a daunting task. In general, you will need to be a system administrator to apply group policy preferences. If you are an end user, you will likely not have permission to make the appropriate changes.
An error message that can occur in the application logs is:
The client-side extension could not apply computer policy settings for '' because it failed with error code '0x80070003 The system cannot find the path specified.' See trace file for more details.
Perhaps the best way to resolve this error is to enable the Group Policy Preferences debug log and analyze it for details which may reveal the source of the error.