Training Room

I have a training room set up with 15 computers. One of the computers goes to an overhead projector. Currently I have a mixture of Win98SE and XP OS. On the XP systems the student accounts are in the Users group. I have two problems I'd like to address.
First, I'd like to keep the students from being able to change their desktops so that for each class and student everything remains constant.
Secondly, we don't want students going to inappropriate sites or using any chat services. I've tried setting the IE Content properties but it seems I can't go to some needed training sites or do educational searches without raiseing the limitations to their highest levels. Need suggestions on settings or are there other sensoring packages available?

Thanks for any help!

JimBob