Windows XP remove certain abilities for groups

"From How to prevent users from shutting down or restarting XP and Vista :


Type gpedit.msc in run dialog box [ WIN KEY + R ]
This will open Group Policy Editor. Now there are two things in it,
Computer Configuration and User
Configuration
Click on User Configuration > Administrative Templates > Start Menu
and Task Bar
Now look for “remove and prevent access to shutdown command”
Double Click and Enable it.
Exit the group policy editor.


This setting removes the Shut Down
option from the Start menu and
disables the Shut Down button on the
Windows Security dialog box, which
appears when you press CTRL+ALT+DEL.

EDIT

These settings are applicable to all users except administrators.
You'll need to create non-Administrator accounts for the other users.
You can restart the computer and log in as Administrator to change it back.

See also this article:
How to prevent shutdown of a Windows XP computer"