Ok, I don't know your OS so I will discuss both Win98 and Windows 2000. I also don't know your network setup so I will also discuss both the domain and local setups.
Windows 2000 (local)
1) Open MMC by going to Start/Run and type MMC
2) ClickConsole, Add/Remove Snap-in
3) Click Add
4) Select Group Policy, Click Add
5) Click Ok
6) Under Local Computer Policy/User Configuration/Administrative Templates
7) You have two choices here, a) From Administrative Templates, go to Control Panel/Display, enable "Disable changing wallpaper" or b) From Administrative Templates, go to Desktop/Active Desktop enable "Prohibit changes".
8) You can also do a lot from here such as disable control panel for specific users, etc.
9) You have to repeat steps to all other local pcs
Windows 2000 (domain)
1) Open Active Directory Users and Computers
2) Right-Click an Organizational Unit
3) Go to Group Policy Tab
4) Create a new group policy or edit an existing one. Select the policy and click edit
5) Follow steps 6 to 7 from above [Windows (local)]
7) This will apply to all computers that are part of the organizational unit.
Windows 98
1) Run Poledit from the Windows 98 CD (it is an optional utility which is located in the cd)2) Basically, it has the same idea as the windows 2000 policy settings. You can add a policy using the administrative template and it will apply to the local computer.
Hope this helps.