In fact, if the Windows guys had actually taken this backwards compatibility thing seriously, and failed to tidy things up by deprecating DirectInput, this prob

In fact, if the Windows guys had actually taken this backwards compatibility thing seriously, and failed to tidy things up by deprecating DirectInput, this problem probably wouldn't have arisen. DirectInput has a single simple flag to disable the Windows key :) "DISCL_NOWINKEY - Disable the Windows key. Setting this flag ensures that the user cannot inadvertently break out of the application". (I found this flag to work entirely reliably on Win2K and WinXP, and I'm pretty sure it worked on Win98 as well. I think it also kindly disabled a bunch of other things for you, leaving Windows with only Alt+Tab and Ctrl+Alt+Del. Which is basically exactly what you want for anything full-screen.)