If you wish to prevent users from adding Active Desktop content, remove existing Active Desktop content, but still allow users to use image formats, such as JPEG and GIF, for their desktop wallpaper, enable the Disable all items Group Policy at User Configuration\AdministrativeTemplates\Desktop\Active Desktop.
If the policy is Not configured, you can enable it by setting the NoComponents value name, a REG_DWORD data type, to 1, at HKEY_CURRENT_USERS\Software\Microsoft\Windows\CurrentVersion\Policies\ActiveDesktop.
NOTE: Enabling this entry also removes the Web tab from the Display applet and it removes the New Desktop Item command from the Active Desktop menu.
NOTE: The current user must logoff / logon for the policy to become effective.