Al,
The simplest way is to just set the NTFS permissions to DENY for the
particular folder that the application is in, or the application itself. Do
this by windows explorer, highlight the folder->properties->security.
If you don't see a security tab with the option to add and remove users and
set permissions, you probably have "Simple File Sharing (Recommended)"
enabled which is the default config. Change this again from within Explorer
Tools->Folder Options->View Tab->last option on the list
Also, you don't need to worry if they're in a group that has permissions, XP
will apply the most restrictive permissions it finds, so if Sally is a
"User" and Users have read and execute, but Sally is also assigned Deny-Full
Control she would be denied access.
-James