Hi There AntunB,
there r a few key points to know about here, as mentioned both methods work, however the advised method is using software deployment in group policy, this way you have several methods of selecting who actually recieves the policy.
1. In GPO software deployment ensure you ASSIGN the package under the COMPUTER configuration section.
2. Ensure you use UNC paths i.e. \\servername\sharename and not drive letters as drives are not normally mapped until u hit a logon script.
3. Ensure the COMPUTER account has permissions to access the share (a common mistake).
hope this helps, it's a pretty basic operation but one that easily confuses due to the amount of background security settings.
Cheers