I tried, but when I put "gpedit.msc" in the run box, it says, "Windows cannot find gpedit.msc. Make sure you typed it right, blah, blah, blah" Is this good or bad?
Be sure that you are typing it in correctly. (Case doesn't matter, spelling does.)
gpedit.msc
If it still gives you an error, goto C:\WINNT\SYSTEM32 and look for GPEDIT. You can click on that file and it should bring up the box that mirosoftne is describing.
If you still cannot find it, then you need to A) Be sure you are logged on as Administrator; or B) Reinstall your OS if you are logged on as Administrator and cannot find it.