#define MY_HOTKEYID 100 //unique in your window
//Lock ALT+TAB - might wanna do it in your form constructor
bool isMyKeyComboTrapped = RegisterHotKey(GetSafeHwnd(), MY_HOTKEYID, MOD_ALT, VK_TAB);
ASSERT(isMyKeyComboTrapped!= FALSE); // just in case
//Unlock ALT+TAB - might wanna do it in your form destructor
isMyKeyComboTrapped = UnregisterHotKey(GetSafeHwnd(), MY_HOTKEYID);
ASSERT(isMyKeyComboTrapped!= TRUE); // just in case
What you're doing here is basically register a key combo without providing any handler for the WM_HOTKEY message fired when the Alt+Tab combination is pressed. You can use this trick to lock other key combos; use this msdn link as reference: RegisterHotKey reference. This method can't be used to trap the infamous Ctrl+Alt+Del combination in order to disable Task Manager; for this you can use the method described in this other post: How to Disable Task Manager.
Have a nice Patrick's Day!