Internet Usage

I have 10 users in a Win95 OS that can press the escape key and get to the desktop. They can not see the network,but can still get on the Internet as a guest user. Is there any way to force a user to have to log on to get on the internet. I do not want to go to the registry of every machine to do this. Want to control it at the server level. Do not want Proxy server. Thank you in advance.