Vali,

In NT4 SP3+, W2K, XP to trap these keys you can create a C DLL that installs a low-level keyboard hook (WH_KEYBOARD_LL). If you the hook encounters a key combination it wants to stop (ALT+TAB, CTRL+ALT+DEL or the Windows key) then you do not punt the keypress onto the next handler in the chain using CallNextHookEx.

Regards
Neil