Is it possible to 'lock' an app?

I work in a school and have been asked countless times if it's possible to lock an app in a way so that once the app is open, the kids can't open another app.

I have been looking around on various support forums and such and so far can't seem to find anything. I have had someone approach me this morning and mention a training course they went on; apparently the guy delivering the course told everyone that sort of thing was possible. He didn't explain how and I guess no-one was smart enough to ask the question.

Any help is much appreciated guys, cheers.