You can use GPO to disable Explorer entirely and load your app in place of it instead when the system starts. Alternatively you can do it via the registry (allowing one user to have a shell and another to not have one): 

http://msdn.microsoft.com/en-us/library/ms838576(v=winembedded.5).aspx">http://msdn.microsoft.com/en-us/library/ms838576(v=winembedded.5).aspx