Laura is correct as usual,
the only thing I'd add is you can also use group policy to restrict what snap-ins the user can run. You can also restrict access to the command line. There are ways to lock the normal curious user down.
If you want more info on restricting the snap-ins take a look here:
http://technet.microsoft.com/en-us/library/cc782520.aspx
See section titled: Restricting Access to a List of Permitted Snap-ins
Thanks
Mike