If you enable this setting, users can only run programs that you add to the List of Allowed Applications. NOTE: This setting only prevents users from running programs that are started by the Windows Explorer process.
Please note that the Group Policy Editor is NOT available to XP Home users
START > RUN > GPEDIT.MSC > USER CONFIGURATION > ADMINISTRATIVE TEMPLATES > SYSTEM > FIND RUN ONLY ALLOWED WINDOWS APPLICATIONS > RIGHT CLICK > PROPERTIES > CLICK ENABLE > FIND APP. > OK REBOOT