The Microsoft PowerToys for Windows XP contain TweakUI.exe, an application that provides access to system settings that are not exposed in the Windows XP default user interface.
To prevent users from running Tweakui.exe, you can use the Don't run specified Windows applications policy, or the RestrictRun registry setting, but these only prevent the application from being launched from the Windows Explorer process.
Using User Configuration / Administrative Templates / System / Prevent access to registry editing tools policy, or the DisableRegistryTools registry restriction, will prevent users, AND Administrators, from running TweakUI.exe.
If you don't wish to restrict use of the Registry Editor, you can prevent users, AND Administrators, from running TweakUI.EXE, by using REG.EXE, built into Windows XP:
REG ADD HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\System /V DisableRegistryTools /T REG_SZ /D "" /F