Locking Wallpaper in XP Pro

Hello – I’m tech coordinator at a high school and have been trying to close off all avenues of changing the wallpaper on my XP Pro student machines.
Alas, my smart students always seem to find a way to change them.

In Group Editor, under
User Configuration >
Administrative Templates >
Control Panel…
I have enabled “Prohibit Access to Control Panel”.

Then also in Group Editor, under
User Configuration >
Administrative Templates >
Control Panel >
Display…
I have enabled “Prevent Changing Wallpaper”.

But they still get it changed!!

Does anyone know all the ways to change wallpeper aside from the ones above and how to close them off?

Does anyone know of a software that will close of all ways to change wallpaper?

THANKS!!!