1. Open Registry Editor.

2. Move to the following Key.
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion \Policies\Explorer

3. Create a new DWORD and name it DisallowRun.

4. Set the value 1 to Enable application restriction and set the value 0 to Disable the application restriction.

5. Then create a Sub-Key and name it DisallowRun.

6. In the Right Pane create a New Sting value like the following:

Example:
string Value "1" (Without Quotes)
data value "Notepad.exe" (With Quotes)

string Value "2" (Without Quotes)
data value "nero.exe" (With Quotes)

7. Close the registry editor.

8. Reboot the machine.