Microsoft Knowledge Base Article 910206 contains the following introduction:
This article describes how to troubleshoot Group Policy object (GPO) processing failures that occur across multiple forests. Specifically, this article discusses the following three scenarios:
• A GPO does not apply when a user logs on in a trusted domain.
• A cross-forest GPO application fails if Internet Control Message Protocol (ICMP) is not enabled.
• Resultant Set of Policy (RSoP) Planning mode is not supported in a cross-forest scenario.