Question: I'm trying to set Single-Click (in explorer) in some Kiosk-like PCs, running Windows XP, but I can't find any way to set it through GPO.

Is there any way to do this?

Answer: 
You're not going to be able to change this with "Administrative Templates". This is one of those annoying values that's stored in a REG\_BINARY structure (specifically HKCU\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\ShellState) and is wholly undocumented in structure.

You could script a registry merge to this value, but if Explorer is already running when you change this value you won't see the effect until the next logon. Explorer is able to update itself when you change this setting in the menu via some undocumented API. Yay undocumented APIs... *sigh* You'll also be changing more than just the single-click behaviour if you merge over top of it-- there are other things in this opaque binary value. 

(I'd love Microsoft to take the attitude that 100% of settings in Windows, Office, etc must be customizable via Group Policy.)
The policy is called "Turn on Classic Shell"

User Configuration | Administrative Templates | Windows components | Windows Explorer