You may want to restrict your users’ access to the File menu. Here is how it is done.
This is a quick policy to remove the entire File menu under Explorer.
Open the Group Policy Editor:
Go to Start\Run, and type gpedit.msc.
Now, move through the left pane to the following:
User Configuration\Administrative Templates\Windows Components\Windows Explorer\.
To the right, find the key Remove File Menu from Windows Explorer.
Double-click it, and select Enable.
This will remove the File menu from all menus controlled by Explorer alone.
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-William. § (marvin_gohan)