Stoping windows explorer web browsing

Hi, I’m kinda stuck on this. I work for a school and whilest we were running NT4 it was simple to stop the kids going on the net when we didn’t wan’t them to, with kludgy batch files and acls. Stop them starting IE and you’ve stoped them getting on to the web. However when we moved to 2K some of the kids found that if you open ANY explorer window and bung in a URL you’ll get out on to the web. It doesn’t even list it as IE in the processes.

What I’m asking is, is there any way to remove the web capabilities of windows explorer?