Stop Shorcut & Path Creation by Users

I work for a large secondary school and the kids are using ilicit access to store MP3’s games etc.
As we are using madatory profiles we can stop any permanent modifications however;
We have a number of applications that have to be run from a mapped drive, we acheive this by log in scripts then use the ‘hide drives’ in active directory. Unfortunately some of these applications including ones on C: drive need to have r/w/d/m rights for domain users how can you stop users creating shortcuts on the desktop or using ‘save as’ in windows application to put in a pathway.
There doesn’t seem to be anything in ‘InActive Directory’ for this, another glaring Microsoft Hole in security