Hi,
I assume your question is to block users installing games etc.
There is no built in method to accomplish this. You can make use of policies
like Microsoft Installer to prevent users installing msi packages. You can
also restrict users running programs like setup.exe install.exe etc.
Also prevent users to have local administrative rights. This blocks more
than 80% installs.
This cannot assure completely, but will do the job most of the time.
br,
Denis