Thanks but I was trying to find out how to change the order on an OU.  think that is where I am going amiss. Let me explain the situation.

   I edited the Defauly Domain Policy to force settings on the users.  Good and well but now comes along one stinking users that is have been decided will not be forced to use the proxy server. So I made a sub OU to users called No Proxy, moved that one particular user to that OU and made a GP for that OU called Skip Proxy. I disabled the use of the proxy server in the Skip Proxy policy.

   It isn't taking effect for that user. He still has proxy settings. When I run rsop on his workstation the order of precedence is 1) Default Domain Policy then 2) Skip Proxy policy so that user is still inheriting setting from the Default Domain policy.

    I go back and look at that OU and the Link Order and Default Domain comes first and Skip Proxy comes second. What I was trying to do was change the order of inheritance on that OU so Skip Proxy would come before Default Doman and take precedence.

   Where am I messing up trying to get this one user to not use the proxy server?

Ok, I understood.
Right click on OU Skip Proxy - choose "Block inheritance" an then link your skip policy to this OU

  I still have to be missing something really, really obvious. I blocked inheritance on that OU but when I look ay the Group Policy Inheritance it still say:

1) (enforced) Default Domain Policy
2) (enforced) Skip Proxy Policy

and when I run rsop on the workstation I get:

Default Domain Policy (enable)
Skip Proxy Policy (disable)

so the Default Domain Policy is still taking precedence. What am I missing?

One more feature.
Security filtering.
Choose default domain policy. Go to delegation tab. Press advanced button (now i'm speaking about win 2003 sp2 r2). Press add and addd your problem user. select the apply permission to deny. but remember that all settings from default domain policy will not be to thi user

Thanks master135. I am pretty new to GPO. About the only thing I have ever done is change setting in the Default Domain Policy. I think I figured it out by playing with the Link Enable setting. The stoped the Default Domain Policy from filtering down in to that one particular OU. All looks good.