various methods
PC World (and other retailers) sell security dongles - a USB key that will not allow access to the PC unless plugged in.
Another idea - google for an "XP Power Tool" called "TweakUI.exe" - it's a free download from MS
All the Win2000 machines at work have "BSA" across the desktop with several of the PC facilities disabled - e.g. Click Start, but no shotdown option, no control panel. Right-click on the desktop to try & change wallpaper - access denied.