Thanks to everyone that has helped me so far...
I have another question...
How can I be able to apply a policy on users other than admins...
As far as I understood from guides, this could be done by modifying the "User configuration" and not the "Computer Configuration".. However.. the policies are even applied on the admin.... For example, when I Enable "Do not allow Windows Messenger to be run" in User Configuration, I'am (me admin) also unable to run messenger...
Any help please ??