If this is for a company, then it is rarely a good thing to use computer lock down steps against users like you mentioned. They might decide to spend their time finding ways to mess with information that is important to the company.
They might see the lock down as a challenge and spend their time finding ways around the restrictions that you have put in place.
Allow Users To Run Only Specified Programs in Windows 7 - How-To Geek
You would have to tell us a lot more about what these users are supposed to be doing on the computer in order for us to formulate a lock down plan. And off the top of my head, I don't know how to prevent a user from using a USB port (pen drive) and yet allow other users to use that port.