I saw many people asking around the web how to this by GPO. To allow users to change IP Address settings on the windows machine they logon with a GPO.
Well in this case you will need to user Restricted Groups on the GPO.
First create a Security Group that you will use to put the users that you want to allow to change the IP on their local machines.
I will use domain users just as an example (YOU SHALL NOT do this)!
I named the new GPO as Allow_Users_Change_IP_Address.
Now Right Click and choose Add Group…
Here you will choose the group you created for users that will be able to make the changes.
Now this new window appear and you will add the following group -> Network Configuration Operators
What will this do? This will add your created group, to the local group Network Configuration Operators in all the computers in the OU that has this policy linked!
Now just click ok and that is it! 
Quite simple!
Any questions, ask in the comments!
Tags: GPO, Microsoft, W2K8, Windows Server
I did exactly as you write, but still not working, sorry.
Link the policy to an OU that you created, not to the domain. Don’t use Domain Users also use a Group created by you.