You can use local group policy. mmc in the run box
and add the group policy snap in. Beware everyone including you will be affected by the lockdown policies you create. So I suggest you be careful not to paint youself into a corner. Alo there are some things that you can't control from group policy, like the lockdown of all of internet explorers menus, users can select the search function and they are past your intranet site.
I have spent a lot of time with this issue and have found success with a combination of group policy (at the OU) and the use of a product called winselect from
www.deepfreezeusa.com
You can actually configure all of your restrictions with Winselect. Restictions that microsoft can't offer. Such as removing the start button, disabling the use of My computer, and locking down ALL of internet explorers menus.
It is also cheap and relatively easy to learn how to use. If you need more info you can E-mail me