On a "real" windows network you have to do this using group policies. Open the active directory users & computers, right-click on the container that holds your computers, go to properties, then find and edit the group policy object.
You can do the same thing for a single windows xp computer using "gpedit.msc" (may only come with one of the "resource kits" from Microsoft).
I don't know if the SME login contrib or domain manager mode will let you also manage active directory policies.