Setting Permission on XP

I have XP and I want to set permission for installing all software. I used gpedit.msc but when I disable user installations It only disable installations via Microsoft Installer but a I can install some software like Baldur's Gate and so on.

Is any way to disable ALL installations for Limited User?
In Win2K it was so EASY...I set Restricted User and It KICK OFF all installation processes....

can U help?

Thanx
 
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