I did find a page today that allowed you to edit the regisrty to tell what AD can do and not do... one selection is to make NOT change wallpaper. anyway here it is:
Open your registry and find the key below.
Create a new DWORD value based on the options below, and set the new value to equal "1" to enable the restriction or "0" to disable the restriction.
Note: These restrictions can be used either on a user by user basis by adding them to HKEY_CURRENT_USER or on a computer wide basis by adding them to HKEY_LOCAL_MACHINE.
NoChangingWallpaper - Disable the ability to change wallpapers.
NoComponents - Disable components.
NoAddingComponents - Disable the ability to add components.
NoDeletingComponents - Disable the ability to delete components.
NoEditingComponents - Disable the ability to edit components.
NoCloseDragDropBands
NoMovingBands
Key:[HKEY_CURRENT_USER\Software\Microsoft\Windows\Curre ntVersion\Policies\ActiveDesktop]
Data Type: REG_DWORD
Data
0 = disable restriction, 1 = enable restriction)