Are you using XP or Vista?
Then take a closer look at the "SteadyState" tool from MS.
Link: http://www.microsoft.com/windows/products/winfamily/sharedaccess/default.mspx
Greetz
Then it should work.
> What operating systems does Windows SteadyState work with?
> 
> Windows SteadyState works with genuine versions of Microsoft Windows XP with Service pack 2 (SP2) or Service Pack 3 (SP3) installed and Windows Vista supporting Service Pack 1 (SP1). SteadyState works on 32-bit versions for the following operating systems:
> 
>     * Microsoft Windows XP Professional
>     * Microsoft Windows XP Home Edition
>     * Microsoft Windows XP Tablet PC Edition
>     * Microsoft Windows Vista Ultimate
>     * Microsoft Windows Vista Home Premium
>     * Microsoft Windows Vista Home Basic
>     * Microsoft Windows Vista Business
>     * Microsoft Windows Vista Starter 
From http://www.microsoft.com/windows/products/winfamily/sharedaccess/faq.mspx
Greetz