>Yes, in a bruttally manner. If you are sure that application is only thing which visitors may see, you can edit SISTEM.INI file in a way like this:
>
>------ Original -------
>[boot]
>oemfonts.fon=vgaoem.fon
>shell=Explorer.exe
>
>
>------ Modified -------
>
>[boot]
>oemfonts.fon=vgaoem.fon
>shell=C:\CommercialApplication\mainexe.exe
>
>
>
>In this way, when Windows starts, application will start. When application will close, Windows will close. Simple, neh?

Lots of trouble with the approach, especially the reliance on the SYSTEM.INI file. A better approach is to use Microsoft's Zero Administration Kit, available for free as a download from Microsoft's Web site. It offers considerably greater control, including the ability to limit shell privileges by user rather than making a system-wide setting as noted.