You can also use a tool like VNC. It's been wonderful for me and I use it at my PC to access all the PCs and servers on my network. A client calls and I can bring up their desktop and troubleshoot or walk them through how to do something.
In yourcase, if you brought up a desktop and saw inappropriate activity, you could then do a netsend command telling them to cease the activity.
We did have one situation where an employee was periodically monitored because of work they were doing for personal reasons. I don't like 'spying' on employees but I had their supervisor with me and so we were able to verify what was going on.
We have a message that appears after the employee signs on to the network that says their PC may be monitored at any time and we have solid policies in place that outline use of PCs, internet, email, etc.
More information on VNC can be found at: http://www.uk.research.att.com/vnc/
Best of all it is free.