Make a user-account for them, and let them use Remote Desktop to connect and log in as the newly created user.
If you have an admin user, you have the ability to lock limited accounts out of certain media's.
There is a market for this, its called a "dedicated server", in which the admin gives the user basic rights to use and install programs (including server software.) This service can however be extremily expensive.
\"With every rise, there is a fall.\"
Need a good cheap host? Click Here