If you're using Active Directory you can lock down a terminal session fairly well by applying the group policies descriibed here: http://support.microsoft.com/default.aspx?scid=kb;en-us;278295&Product=win2000. If you're using Windows Server 2003, you can also take advantage of Software Restriction Policies to prevent applications from executing without permission. For a simpler solution independent of the operating system and domain structure, there are also third-party products such as triCerat's Simplify Lockdown that hide applications unless you've explicitly enabled them to run in a session and prevent users from exploiting back doors to run unauthorized applications.
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