In areas where you are trying to restrict what users can do on the computer, it might be beneficial to disable the ability to click on My Computer and have access to the drives, control panel etc.
To disable this:

Start Regedit

Search for 20D04FE0-3AEA-1069-A2D8-08002B30309D

This should bring you to the HKey_Classes_Root \ CLSID section

Delete the entire section.

Now when you click on My Computer, nothing will happen.
You might want to export this section to a registry file before deleting it just in case you want to enable it again.