PSM session did not hide taskbar and start menu from users.
There is a known issue in PSM when trying to use Privileged Command Management for Windows 2008/Vista systems.
Microsoft article KB969851 describes the issue of the user having control of the desktop even when a specific program is specified. Please contact Microsoft to obtain a fix for the issue.
This is documented under the "Third Party Known Issues" of the 2.4.80x release notes on Quest.com.