New-GPO

I need create about 60 new GPO Objects and I found this web site  http://technet.microsoft.com/en-us/library/ee461027.aspx  and on it I see the NEW-GPO command.   When I execute this command I get this error:

The term 'new-gpo' is not recognized as the name of a cmdlet, function, script file, or operable program.

There is no help either.  Get-Help New-gpo returns this error:    Get-Help : Cannot find Help for topic "new-gpo".

What library or cmdlet am I missing that allows me to run this command?

Thank you.