I am guessing that with your last phrase "install crap on the PC" you are
talking about kids who are not very young. Because with very young kids,
besides the array of parental control software, this is a decent way to
control that:
FAQs MSFT Shared Computer Toolkit
http://www.microsoft.com/windowsxp/sharedaccess/faq.mspx
Download
www.microsoft.com/downloads/details.aspx?familyid=7256D456-E3DA-42EA-857D-92B716077A84&displaylang=en
If they're "older", they are going to find a way around this.
In Vista, though as Andre says, the users are limited by default, unless you
go to the security tab and extend their permissions or you could do this in
Administrative Tools to allow downloading for them or at gpedit.msc or
secpol.msc I suspect. You could also add software restriction policies
through Group Policy Editor (type gpedit.msc in run box).
You can do this at secpol.msc or gpedit.msc Security Settings>Software
restriction Policies>Action
Additionally, I notice that on the Group Policy Editor at User
Configuration>Administrative Templates>Windows Components>Windows
Installer>Always install with elevated privileges you could control this as
well.
See MMC help for further detail.
CH