Lock Web Pages can lock out internet sites that you do not want users accessing. It comes with some websites build-in that block sexually explicit content, but you can add more of your own. It can also stop people installing new programs.
WinGuard Pro 2003 Premium allows users to password protect their applications. It has over 50 built in like Run, Windows Explorer, Control Panel, etc and more can be added. Files and folders can also be locked, as well as software installs and more.