Context Menu (Right-Click Menus )

Does anyone have any idea how I can edit the Context or Right-click menu for windows. I am trying to prevent the EUs from being able to select an image from a website setting it as the desktop background. I can't not lock the workstation down with anymore security then what is already on there, so I would like to be able to remove the option from the context window.

Can anyone give me some info on this? Is there a registry key or a file that I need to edit?

Thanks!