Well, if it's Citrix then it can't be Wintendo...
The FAQ may still be of value as load order shows policies to precede logon so usually it only takes effect on the next logon.
Roaming profiles also affect load order so it may be possible that HKCU is not yet available. I can't test that as I will not use roamies.
I have never tried that policy on HKCU. On my Citrix box I have it in HKLM.
You don't however mention if the registry location even gets written.
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Give a man a fish and he will be back for more. Slap him with a fish and he will go away forever.
