Well, that makes more sense. What you're talking about is setting up a kiosk-mode desktop.
If the application you're talking about is firefox, there's tons of info out there about kiosking it. I don't know about other applications, but google did give me this hit that looks promising.
And much more from google:
If you could be more specific about your needs and your setup, it would be easier to give advice. Vague questions usually result in only vague answers.