At a command prompt type

gpresult

This will give results similar to the following:

Microsoft (R) Windows (R) XP Operating System Group Policy Result tool v2.0
Copyright (C) Microsoft Corp. 1981-2001
Created On 19/02/2008 at 11:29:01 PM

RSOP results for domain\user on COMPUTER : Logging Mode
-------------------------------------------------------
OS Type: Microsoft Windows XP Professional
OS Configuration: Member Workstation
OS Version: 5.1.2600
Domain Name: DOMAIN
Domain Type: Windows 2000
Site Name: Default-First-Site-Name
Roaming Profile: \\server\c\profiles\user
Local Profile: C:\Documents and Settings\user.DOMAIN
Connected over a slow link?: No


COMPUTER SETTINGS
------------------
CN=COMPUTER,CN=Computers,DC=DOMAIN
Last time Group Policy was applied: 01/01/2000 at 12:00:00 AM
Group Policy was applied from: server.domain
Group Policy slow link threshold: 500 kbps


Applied Group Policy Objects
-----------------------------
Default Domain Policy


The following GPOs were not applied because they were filtered out
-------------------------------------------------------------------
Local Group Policy
Filtering: Not Applied (Empty)


The computer is a part of the following security groups:
--------------------------------------------------------
BUILTIN\Administrators
Everyone
Debugger Users
BUILTIN\Users
NT AUTHORITY\NETWORK
NT AUTHORITY\Authenticated Users
Domain Computers


USER SETTINGS
--------------
CN=Full Username,CN=Users,DC=DOMAIN
Last time Group Policy was applied: 01/01/2000 at 12:00:00 AM
Group Policy was applied from: server.domain
Group Policy slow link threshold: 500 kbps

Applied Group Policy Objects
-----------------------------
Default Domain Policy

The following GPOs were not applied because they were filtered out
-------------------------------------------------------------------
Local Group Policy
Filtering: Not Applied (Empty)

The user is a part of the following security groups:
----------------------------------------------------
Domain Users
Everyone
BUILTIN\Users
BUILTIN\Administrators
NT AUTHORITY\INTERACTIVE
NT AUTHORITY\Authenticated Users
LOCAL
Domain Admins