Prevent bypass net logon for i/e access.

On Windows 95 machines users found that they can bypass the mandatory network logon to access the internet by using the Windows button on the keyboard. Once the task list comes up they choose file, run application and browse until they find the internet executable file. Once executed, the can minimize the current screen and they are on the internet, leaving us no way to track the current user. Does anyone have a way of disabling this feature on Windows 95?