Is your goal to allow this user to only be allowed to run specific applications? Eg. Word / Excel / Outlook etc.
Software Restriction Policies can restrict which programs can be run.
See this KB Article for all about Software Restriction Policies. In your case you want to block all apps from running, then create a path rule (this will all be explained in the white paper and kb articles) by setting the security level as disallowed (as opposed to unrestricted which is the default.)
http://support.microsoft.com/default.aspx?scid=kb;en-us;324036
http://support.microsoft.com/?kbid=310791
Create the additional rules for each app the user is allowed to run. Think carefully and remember that some apps need to be executed by the user like antivirus etc. Also ensure you only apply this policy to a special organisational unit.
If any of the terminology or technologies used seem very daunting, I'd suggest strongly that you bring in a peer to assist you. Two heads are better than one sometimes.
Let me know how you get on. My ICQ number is:
284824150