Limit user to specific app in WinXP Pro?

I need to create some users on an XP Pro box that must be limited to running a single, specific application. Ideally, the app should run automatically when the log on, and when they exit the app they should be logged off. The PC also has other users that must be allowed to log on normally and get their usual desktop. This workstation is in a workgroup, not a domain environment. Is this possible? If so, how?