You may consider using API calls to switch to another desktop and start your application there.

The following items become unavailable or dysfunctional when switched to a secondary desktop:
- Windows Taskbar and Start Menu
- Task Manager
- CTRL+ALT+DEL
- ALT+TAB
- CTRL+ESC
- both Windows keys
- right click on the Windows Desktop
- all icons on the desktop

Desktop API functions to be called:
CloseDesktop
CreateDesktop
GetThreadDesktop
OpenInputDesktop
SetThreadDesktop
SwitchDesktop

There is a code sample with some comments on my web site (members area):

How to prevent users from accessing the Windows Desktop and from switching to other applications
http://www.news2news.com/vfp/?example=492