First, why would anyone with a USB drive be using your computer? Is it a public machine, an office machine, or a laptop that you often leave running where other people are? If it's your ordinary home office, USB drive file stealers probably aren't your biggest issue. PC's in public areas it may be a bigger issue.
There are programs that allow you to lock down your PC to prevent people from using USB drives. A quick google search turns up this:
prevent usb drives - Google Search
Here's a Microsoft article describing how to lock down your external drives and ports:
HOWTO: Use Group Policy to disable USB, CD-ROM, Floppy Disk and LS-120 drivers
Here's an article on Digg on the subject
Digg - Simple hack to disable USB drives in XP - Perfect for public machines
Here's a registry hack that should do the trick
Registry Hack to Disable Writing to USB Drives :: the How-To Geek
There's probably a million more articles, but try out some of those. It looks like you'll need to edit the Registry. To open Registry Editor, go to Start -> Run and type "regedit" and hit OK. You can now edit the Registry, but be careful in there! A bad edit in the Registry can cause your computer to malfunction or not boot.