This code-snippet shows how to disable ALT+TAB and ALT+CTRL+DEL using a local keyboard hook.
API Hooking Revealed
April 2002 - Ivo Ivanov
This article explains in great detail how to do API hooking, which is a term used for intercepting API calls made by other programs.
Hooking the Keyboard
Dec, 2001 - Anoop Thomas
This article shows how to set up a global windows hook that logs keyboard messages. The logging is made by sending messages to the application that set up the hook.
Coupling a window handle with a data object
July, 2002 - Andreas Jönsson
This article shows how to intercept the WM_CREATE message, using a hook, and couple the handle created with a C++ class so that the class can implement message handling for the window.
Lock Windows Desktop
June, 2004 - afeijao
This article shows various techniques for disabling system keys, and hiding the start menu etc. It also shows how to replace the Windows shell. It has lots of links to references.