I never had the idea to circumvent the blocking-policy.
I know I know: I'm paranoid. But just because you're not paranoid doesn't mean they aren't after you
As an admin I considered it my duty to make the machines luser-proof. However, for XP MS offered (until recently, I think it was withdrawn) something like a kiosk mode. I.e. you could lock down an XP quite thoroughly. Would have to ask in the forum whether someone still has a copy around. I don't even recall the name of the tool, but it got "advertised" on heise.de.