there are multiple ways to accomplish this from within Win XP Pro.
they are as follows:
(a) use NTFS permissions to disallow access to the Internet Explorer
folder under Program Files, for a select user/group,
(b) use the Cyberpatrol program from
www.cyberpatrol.com
(c) delete the network connection, create a new network connection,
and do Not select the boxes labeled "Use this account name and password
when anyone connects to the Internet from this computer", "Make this the
default Internet connection". for users you want to allow internet
access, launch the connection, and check the boxes/button labeled "Save
this user name and password for the following users", and "Me only".
then do not give anybody the password. users who you do Not want to
allow internet access will not know the password needed to connect.
ask me if you need further details on any of the above solutions.
there is also a Group Policy to disallow running specified applications,
but since it applies to everybody by default, and getting it to Not
apply to everybody is tricky, i think it better to not elaborate for
less experienced users.