Prompt user to change password before expiration and its settings

Hi,

I've windows domain based on Active Directory on Windows Server 2003. Problem appears on some users where they didn't get any notification for chaning password and one day they had locked user account.

I've checked on GPO and "Computer Configuration -> Windows Settings -> Security Settings -> Local Policies -> Security Options -> Interactive logon: Prompt user to change password before expiration" is not enabled on any GPO ?! Question: Instead of this policy, which other settings remind users to change their password (a lot of other users is getting password change notification)?