Limiting what users can do on a Local Computer

I need help for how to prevent users on alocal computer from installing or uninstalling programs and so that they cant open Control panel or display setting. can anyone advice. I know there is a way in adminstrator tools. I need to know how to do this within windows not within a third party program. By the way i am using windows Xp Professional. When i create a limited user it dosent do this.

can anyone advice.

Thanks in advance

My email is Younanyy@yahoo.com