If you want to prevent color background or color scheme changes via the Control Panel, you can hide Control Panel / Display / Appearance Tab with the following Windows NT Registry hack:

Hive: HKEY_CURRENT_USER
Key: Software\Microsoft\Windows\CurrentVersion\Policies\System
Name: NoDispAppearancePage
Type: REG_DWORD
Value: 1

If you want to prevent background pattern or wallpaper changes via the Control Panel, hide the Control Panel / Display / Background tab:

Hive: HKEY_CURRENT_USER
Key: Software\Microsoft\Windows\CurrentVersion\Policies\System
Name: NoDispBackgroundPage
Type: REG_DWORD
Value: 1

If you want to prevent screen saver changes via the Control Panel, hide the Control Panel / Display / Screen Saver tab:

Hive: HKEY_CURRENT_USER
Key: Software\Microsoft\Windows\CurrentVersion\Policies\System
Name: NoDispScrSavPage
Type: REG_DWORD
Value: 1

If you want to prevent color palette, desktop area (resolution), font size, or screen fresh frequency changes via the Control Panel, hide the Control Panel / Display / Settings tab:

Hive: HKEY_CURRENT_USER
Key: Software\Microsoft\Windows\CurrentVersion\Policies\System
Name: NoDispSettingsPage
Type: REG_DWORD
Value: 1

To hide the Control Panel / Display Icon:

Hive: HKEY_CURRENT_USER
Key: Software\Microsoft\Windows\CurrentVersion\Policies\System
Name: NoDispCPL
Type: REG_DWORD
Value: 1