You can try this suggestion from PC World;
Start by ensuring that yours is the only administrator-level account, and that the account has a password. Next, give all other users Limited or Restricted accounts: Select Start, Run, type control userpasswords, and press <Enter>. In XP, select the other administrator accounts one at a time, and click Change the account type, Limited, Change Account Type. Or click Create a new account and follow the steps, selecting Limited as the account type. In 2000 (and many XP systems in organizations), pick the account, and click Properties, Restricted user, OK, OK. Or choose Add and step through the wizard, selecting Restricted user when the option appears. To protect your administrator account when you're not at your PC, right-click the desktop and select Properties, Screen Saver. Choose a screen saver (if you don't already have one). Set the Wait value to a time you can live with (a duration less than 5 minutes may get on your nerves), and check On resume, display Welcome screen. Click the Power button, then the Advanced tab. Check Prompt for password when computer resumes from standby, and click OK in both dialog boxes.