The most common causes are:
1. Failure to copy the policy to the NetLogon share.
2. Failure to configure the W95 computer to use customized settings.
After you create the policy on the W95 computer, save it with a .pol extension. copy it the NetLogon share on each domain controller, generally at %SystemRoot%\System32\Repl\Import\Scripts.
On the W95 client, use Control Panel / Passwords / User Profiles to click
Users can customize their preferences and desktop settings. Windows switches to your personal settings
whenever you log in. Click OK and restart the W95 computer.