I have a GPO that is setup to put in a proxy server in the connections setting in Internet Explorer and it also removes the connections tab in the internet options. When I first created this GPO I restricted access to the control panel, then removed this restriction. Now I have 3 or 4 users who still have this restriction on their GPO.
I have ran gpupdate, I removed the users from the policy ran gpupdate and rebooted. I tested it to make sure when they logged on the security restrictions where removed. Every thing worked great, I added the users back to the GPO ran gpupdate and rebooted. It re-applied the desire settings (proxy settings) and it also added the non desired settings(no access to control panel).
No matter what computer these users log in to on the domain this security setting gets added. All of our other users on the domain do not have this problem.