policy and profile

I have 7 users. I set up a roaming profile for these users. The roaming
profile does work.
All users are in the same OU. I make a policy with a single entry to
redirect My Document's to another map drive. All users are still sharing the
same My Document's folder. If I remove the profile from a user they now
receive the My Documents folder redirect.

Two questions: Is it possible to run policies and profiles?
If its possible to run both polices and profiles which overrides what?
(cause I would think policies should override everything)