This is a guide for how to use the Group Policy Editor to replace the shell in windows with Media Center.  This is for Vista Ultimate only. Use this if you want to use a computer strictly as a Media Center computer. This will make it much more appliance like. Don't apply this if you want to use the computer as a standard computer. 

 Summary of what my group policy does:

• Replaces the standard shell ("explorer.exe") with "ehshell.exe"
• Disables all windows shortcuts (Windows Key + Btn)
• Disables access to control panel
• Disables taskbar notifications
• Disables autorun installations
• Disables screensaver during playback
• Disables active desktop
• Disables desktop icons
• Disables task manager
• Doesn't save settings on reboot
• Sets screen saver to 2 hours (you can change this if needed)
• Disables changing wallpaper
• Limits Recycle Bin to 2% of HD
• Other various security/stability enhancements (I don't remember them all)

Check out the guide Here.