Hide Themes, screensaver, Appearance, settings and also prevent changing of desktop wallpaper

You can hide the themes, screensaver, appearance and settings in the "Display Properties" window using the Group Policy Editor.

To start it, go to Start > Run, type in "gpedit.msc" and press "OK".

Go to "User configuration" tab and then to "administrative templates". Then go to "Control Panel", and there select "Display".
Double click "Hide Appearance and Themes tab", then click the "Enable" radio button.Click Apply, then OK. Your "Appearance" tab will disappear from the display properties.

In the same way, you can select "Hide screen saver tab", and "hide settings tab" to hide screensaver and settings from the display properties. Similarly you also prevent changing of wallpaper.