The problem you are having has to do with the UAC and the GPO script running in the context of a different user than the current user. In XP and below this was not an issue, but from Vista on, it causes the problem of drive mappings and printer mapping not to appear to work.
The options I know that work are: (There is no priority in this list, choose your poison)
1. use a traditional logon script rather than a GPO.
2. use the reghack that MS does not support
3. use something like RunAsInteractiveUser / LaunchApp
Another possibility is turning off UAC on the PC and see if it fixes it, although I have never personally tried that.
The reghack from MS can be found here: http://support.microsoft.com/kb/937624
but notice the warning on that page:
Important This workaround may make your system unsafe. Microsoft does not support this workaround. Use this workaround at your own risk.
RunAsInteractiveUser() can be found here.
http://www.kixtart.org/forums/ubbthreads.php?ubb=showflat&Number=198514#Post198514
If you want more info on this topic, just do board search for EnableLinkedConnections.
