Tracking users use on internet

I have a few users in my organization that just keep breaking the rules and accessing unappropriate sites on the net. They have gotten wise and delete their history, cookies and temp files trying to cover their tracks. We need to have proof that these people are accessing sites on work time that is not proper. The stations are Win98 and server is Win2000. Is there a way to track the use of these users without them knowing? Thanks for your help.