Here are instructions that will help you create a policy and save an icon for it to your desktop. These are notes I wrote for 2000, but should be similar for 2003, if not exact.
Go to Start>Run>MMC. This opens Console1.
Click Console>Add/Remove Snap-In. You'll see a list of Snap-Ins. Click Add, Group Policy, Add. Now you'll have to
define what Group Policy you want to Administer. Click Browse, and right click in the white box that has the default Group Policies, and click New. Type a name for it, then click Finish, then Close, then OK. You'll have added your Group Policy Snap-In to your MMC Console1. Right Click on the name of the Group Policy, and click Properties.
Choose the Security tab. Click Add, and add the group that contains the users you want to apply the policy to (in your case, I would create a group called terminal users). Give them the Read & Apply Group Policy rights under the Allow column. Also add the Domain Administrators group, but give
them the right Apply Group Policy under the Deny column. This is very important, it ensures that this policy does
not affect your administrators.
Now you need to define what is in the policy. The one you are looking for would be User Configuration>Administrative Templates>Control Panel. On the right, open the Disable Control Panel policy, and enable it. There are many other useful policies for terminal services users, go through and explore them. The one thing to practice is if you are going to make multiple changes here, do them ONE AT A TIME! If you get an unexpected result, you'll know which one caused it, and you can quickly undo it.
Save Console1 before you exit (probably to your desktop), and give it a friendly name.
Matt J.
Please always take the time to backup any and all data before performing any actions suggested for ANY problem, regardless of how minor a change it might seem. Also test the backup to make sure it is intact.