Prevents users from running Network Connections.  This setting prevents the
Network Connections folder from opening. This setting also removes Network
Connections from Settings on the Start menu.  Network Connections still
appears in Control Panel and in Windows Explorer, but if users try to start
it, a message appears explaining that a setting prevents the action.  Also,
see the Disable programs on Settings menu and Disable Control Panel settings
and the settings in the Network Connections folder (Computer Configuration
and User Configuration\Administrative Templates\Network\Network
Connections).

http://technet2.microsoft.com/WindowsServer/en/Library/d5195fca-0ea2-40a5-b9f9-a
9e81e482bb51033.mspx

As local administrators the user can easily change this setting back.