Group Policy Preference's --APplied to Groups not always working

I've created a new group policy preference to add a couple new desktop shortcuts.

I've set the security filtering to apply to "JamesGroup".  I have verified that "JamesGroup" has Read & Allow Apply Group Policy selected

I put myself into that group.

I then run a GPupdate/force on my computer and I get no new shortcuts.

If I adjust the security filtering to apply to "JamesUserAccount" and rerun GPupdate/force, the desktop shortcuts come through right away.

I've tried creating new groups and it never seems to work...it just works when I set the security filtering to specific user accounts.

When I remove myself from the security filtering, and run a GPresult /r I see that the GPO was not applied because it was filtered out: Denied (Security)

Why isn't the GPO applying when I set it on a security group?

To make things more interesting, it seems to work if I log onto a different computer as the same user?!? But doesn't work on 90% of the computers.