I would like to give several users rights to a computer running Ubuntu to do most administrative functions such as add/remove programs, save files, make settings changes, etc. However, I would like to block them from using several specific applications. Is this possible, and how would I do so?

To provide a bit more detail: I am trying to set up Gnome Nanny to block adult websites from my kids' computer. I'd like to give them full access to the computer ACCEPT for Gnome Nanny. Windows has a program called K9 that cannot be turned off or uninstalled unless the user has the password EVEN if the user is an admin.

Sounds like this isn't available on Ubuntu without a rather involved process of setting permissions on a large list of applications and functions to mimic admin rights.