Battlenet also lets you use third part programs to modify your game as long as you disconnect from it and not the other players you are with.
Equally well you can do this in LAN using direct IP clients where there is no problem with third party programs and cheat all you want.
I know this works cause A person I met used it to give unlimited charged items in a multiplayer game.
In the end, its better to ignore serious cheaters instead of making life hard for people who are playing fairly, as cheaters tend to stop playing and dissapear very quickly as its no fun once you have cheated.