Windows built-in shell security

Windows 9x has a whole lineup of built-in security features which can be set
from the registry in the following location:
HKEY_USERS\.Default\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer

Most (if not all) of the values you can set there are DWORD values. The
values are as follows:

ClearRecentDocsOnExit (empties the recent Docs folder on reboot)
DisableRegistryTools (disables Registry editing tools)
NoActiveDesktop (no Active Desktop)
NoActiveDesktopChanges (no changes allowed)
NoAddPrinter (disables addition of printers)
NoChangeStartMenu (disables changes to the Start Menu)
NoClose (disables Shutdown)
NoDeletePrinter (disables deletion of printers)
NoDesktop (hides all icons on the Desktop)
NoDrives (hides Drives in My Computer)
NoFavoritesMenu (hides the Favorites menu)
NoFileMenu (hides the Files Menu in Explorer)
NoFind (removes the Find command)
NoFolderOptions (hides the Folder Options in Explorer)
NoInternetIcon (no Internet Explorer Icon on the Desktop)
NoLogoff (hides the "Log Off..." in the Start Menu)
NoNetHood (hides Network Neighborhood)
NoRecentDocsHistory (clears history of Documents)
NoRecentDocsMenu (hides the Documents submenu on the Start Menu)
NoRun (disables Run command)
NoSaveSettings (don't save settings on exit)
NoSetFolders (removes folders, including Control Panel, from Settings
on Start Menu)
NoSetTaskbar (removes Taskbar from Settings on Start Menu)

There are other security settings in
HKEY_USERS\.Default\Software\Microsoft\Windows\CurrentVersion\
Policies\System:

NoAdminPage (hides Remote Administration page)
NoConfigPage (hides Hardware Profiles page)
NoDevMgrPage (hides Device Manager page)
NoDispAppearancePage (hides Appearance page)
NoDispBackgroundPage (hides Background page)
NoDispCPL (disables Display Control Panel)
NoDispScrSavPage (hides Screen Saver page)
NoDispSettingsPage (hides Settings page)
NoFileSysPage (hides File System button)
NoProfilePage (hides User Profiles page)
NoPwdPage (hides Password Change page)
NoSecCPL (disables Password Control Panel)
NoVirtMemPage (hides Virtual Memory button)

Windows 3.x had a similar system which was implemented through the
PROGMAN.INI file. Under the [restrictions] heading in that file, you
could use the following commands:

NoClose=1 (Disables the "Exit Windows" command)
NoFileMenu=1 (Disables the File Menu in Program Manager)
NoRun=1 (Disables the Run command on the File menu)
NoSaveSettings=1 (Prevents saving settings on exit)
EditLevel=4 (Adjusts edit level, from 0 (no restrictions) to 4 (maximum
restrictions))