Brian is right about Win2k. It is best done by GPO. Can't speak for NT. Are you in an NT domain or AD? In NT, this is usually setup from User Manager.
On a Win2k box, look for and launch secedit.exe. It will bring up a help file to get you started.
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Give a man a fish and he will be back for more. Slap him with a fish and he will go away forever.