I know this question has been asked a few times and in a few different ways. However, across all the questions and answers, no one has been able to answer completely given
This article http://www.codeproject.com/Articles/7392/Lock-Windows-Desktop seems to have some good guidance there. The one I think will likely work : a) Replace the shell for system in the registry. That will mean that Explorer is not the one running as the default desktop. That might let you handle Ctrl+Alt+Del b) Force your application to run in a different desktop than the default. That will prevent the user from switching from it until the application is done.
All this assumes that you have complete control over that machine.