If you want to prevent users from connecting USB key drives to their machines and copying sensitive company information onto them, you can always pour glue in the USB ports on these machines, but that’s a drastic measure.
But if you’re upgrading your desktops to Vista, you can use Group Policy to do this instead. Start by enabling the following policy setting:
Computer Configuration \ Administrative Templates \ System \ Device Installation \ Device Install Restrictions \ Prevent installation of devices not described by other policy setting.
This prevents the user from installing any new devices of any type. Now configure the other policy settings under the same node to enable which types of devices you want to allow users to be able to install on their machines.