Users can stop a GPO being applied

We have found some of our users when they log on they see the little black box where the GPO is being applied, they quickly close it, which stops the GPO from being applied.

Is there a way to stop that from being closed?

Any alternatives?

Sounds like you're talking about a Logon Script specified in a GPO, rather than the GPO itself.

You can prevent the user from closing the script by disabling the policy to run logon scripts visible. Have a look in Group Policy under User Configuration / Administrative Templates / System / Scripts at the "Run logon scripts visible" policy.

By default logon scripts don't run visible so you must have a GPO somewhere that's setting this to be visible. I'd be sure that you know why that was done before you go changing it now.

Edit: As @Shane Madden mentions, it's possible that the window the user is closing could be a "Legacy Logon Script" (specified on the "Profile" tab of the user account's properties in "Active Directory Users and Computers"). If that's the case, have a look at the "Run legacy logon scripts hidden" policy located in the same place mentioned above.