lock down xp

I need to totally lock down pc's for recreation use in a reform school like enviremont. I went into gpedit.msc and shut off everything I could find but users can still right click on the start button and get into explorer.
Did I miss something? Are there any third party software packages to lock down a pc like I want?

Right click the start button
Properties
Start menu tab
Customise
Advanced Tab
Uncheck "enable dragging and dropping" (first check box under control panel radio buttons).