In Tip 050, Locking down that desktop, I first detailed Explorer restrictions that could be implemented via registry changes. Here a few more that I have found at: HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer. All are type REG_DWORD with a default value of 0.
EnforceShellExtensionSecurity - A value of 1 causes Windows NT to only load the shell extensions listed in the Approved subkey (HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Shell Extensions\Approved).
NoSaveSettings - A value of 1 prevent changes to the positions of icons and open windows, and the size and position of the taskbar from being saved. Also set NoSetTaskbar.
NoStartBanner - A value of 1 hides the arrow and Click here to begin caption that appear on the taskbar when you start Windows NT.
NoStartMenuSubFolders - Hides the folders at the top section of the Start menu when the value is set to 1. Items appear, but folders are hidden.
A few more restrictions are located at HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Network:
NoWorkgroupContents - If the value of this entry is 1, Network Neighborhood does not display computers in the local workgroup or domain.
NoEntireNetwork - A value of 1 restricts Network Neighborhood from displaying or accessing computers outside the local workgroup or domain. The user can still use the Start/Run, Map/Connect Network Drive, and the Command Prompt.