The most direct way to do this is to set up profiles (NT 4 network) or security policy (Windows 2000 network) for the machine when it logs onto the network. This will not stop the user from doing anything when not on the network, but will stop them cold when they are logged in.
There is no 100% surefire way of stopping them when they are off the network when using 9x. If these were NT clients, you could restrict the local machines to admin installs only.
Since most machines participate in a network, using profiles or security policies (depending on the network) is the best option.
If this is not an option (workgroup?), remove CD-ROM drives and put a CD-ROM carousel or drive on the domain or workgroup. Put it in a locked room, andonly allow admins to load the CD-ROMs. This requires installs across the network, but it is a method to stop people from fragging their machines with stupid software.
In a Windows 2000 network, it is much easier to restrict this, even with older clients.
Both the windows site (www.microsoft.com/windows) and the MSDN site (msdn.microsoft.com) will have info on profiles and policies.
Gregory A. Beamer
MCP: +I, SE, SD, DBA