XP Group Policies -- Hints needed

I seem to be doing something wrong while configuring group policies.
According to TID10073744 the policy should be reflected on my desktop.
However, when I change the setting to hide all items on the desktop, my
desktop doesn't change. Some of the policies will affect my workstation --
but not all.

Also, should the APPLY button be used when changing each individual
property or can I just click on OK?

When finished editing the policies, do I need to click on the APPLY
button or again can I just click OK?

Environment my workstation:
Netware 6.5
Windows XP SP2
Zenworks 6.5.02
Client 4.91sp2

Student workstation where policies don't apply:
Netware 6.5
Windows XP SP2
Zenworks 6.5.02
Client 4.91

Console One: 1.3.6e