Is there a setting that will allow me to stop users from deleting something they have uploaded??
Yes, there is, and it's explained in the docs.
Go to: Configuration-->> User settings-->> Allow users to retain control over their pics in public galleries -->> Set to NO.
But this will only apply to uploads into public albums. Even if you toggle this to "no", users will still be able to delete uploads from their personal albums (if you allow them to have them). For details, post details (e.g. a link to your gallery would be a good idea).