Hi Adeline,
Go with minlogon and custom shell that is your application, this is the easies and most safe way.
Or you can change GINA. Or in your program you can deal with each combination trough code, but this is not 100% fool proof.
You have Alt Tab, Windows keys, Ctrl esc and many other combination to worry about. There are many methods to avoid all of them but
this depend on what you exactly need.
Regards,
Slobodan