The article also links to the Microsoft software to do this for XP and Vista.

http://lifehacker.com/397786/kid+proof-your-pc-with-steadystate

And might as well be complete, OS X also has this, as of 10.5 (Lion is 10.7)

http://docs.info.apple.com/article.html?path=Mac/10.5/en/15600.html