This is a real pain when you insert a Windows 2003 or an Windows XP in your Active Directory: GPO aren't correctly applied. This happens sometime, sometime not! In fact this is due to a boot to fast from XP. They have added some asynchronous service startup, and the network is part of that. You will get the login screen before network is up and all GPO are applied.
The detail from the startup can be found here
There is a easy solution for this problem: just make a synchronous start of service like Windows 2000:
Goup Policy :
"Computer Configuration\ Administrative Templates\ System\ Logon"
"Always wait for the network at computer startup and logon" to