How can you prevent your students from downloading games and other software

Set up the user rights on each computer so that no downloads or installations are allowed. As the administrator, you can reserve those rights for yourself.  Motivate one of your students to secretly let you know of the others' methods and successes in avoiding the measures you've put in place to prevent downloading and gaming.



This way you can compensate for the fact that they've probably got much more time and resources to invest in avoiding your security measures that you've got for improving them.

   
If the problem is distractions to student learning through playing on games in lesson time then you may find this will continue even if you block download permissions. There are many browser games (games you do not have to download) and other online applications so it may be a case of you installing a program to block certain websites.