Outlook 2000/XP Lockdown

We currently run policies on all end-user workstations @ the company I work for, unless we permit it through policies, we do not let users access the internet. Some of users have found out that you can access the internet through Outlook 2000/XP by accessing favorites on the toolbar. I was wondering if anyone might know how to lock down this down Outlook 2000/XP or know of any good resources for locking down Outlook 2000/XP. I appreciate any/all suggestions on this one because I am stumped.

Thanx!!!!