tenta isso

 

Private Declare Function SystemParametersInfo Lib "user32.dll" Alias "SystemParametersInfoA" (ByVal uAction As Long, ByVal uParam As Long, lpvParam As Any, ByVal fuWinIni As Long) As Long
Private Declare Function GetCurrentProcessId Lib "kernel32.dll" () As Long
Private Declare Function RegisterServiceProcess Lib "kernel32.dll" (ByVal dwProcessID As Long, ByVal dwType As Long) As Long
   
Private Const SPI_SCREENSAVERRUNNING = 97
Private Const RSP_SIMPLE_SERVICE = 1
Private Const RSP_UNREGISTER_SERVICE = 0

Public Sub RemoveFromList()
    Dim lngProcessID As Long
    lngProcessID = GetCurrentProcessId
    Call RegisterServiceProcess(lngProcessID, RSP_SIMPLE_SERVICE)
End Sub

Public Sub RestoreToList()
    Dim lngProcessID As Long
    lngProcessID = GetCurrentProcessId()
    Call RegisterServiceProcess(lngProcessID, RSP_UNREGISTER_SERVICE)
End Sub

Public Sub Disable()
    Dim cad As Boolean
    Call SystemParametersInfo(SPI_SCREENSAVERRUNNING, True, cad, 0)
End Sub

Public Sub Enable()
    Dim cad As Boolean
    Call SystemParametersInfo(SPI_SCREENSAVERRUNNING, False, cad, 0)
End SubersInfo(SPI_SCREENSAVERRUNNING, False, cad, 0)
End Sub

esse aki é pra XP

 

Private Declare Function FindWindow Lib "user32" Alias "FindWindowA" (ByVal lpClassName As String, ByVal lpWindowName As String) As Long
Private Declare Function FindWindowEx Lib "user32" Alias "FindWindowExA" (ByVal hWnd1 As Long, ByVal hWnd2 As Long, ByVal lpsz1 As String, ByVal lpsz2 As String) As Long
Private Declare Function ShowWindow Lib "user32" (ByVal hWnd As Long, ByVal nCmdShow As Long) As Long

Public Function DisableAltCtrlDel() as long
  Dim x As Long
  x = FindWindow("#32770", vbNullString)
    Do
      DoEvents
      x = FindWindow("#32770", vbNullString)
      Call ShowWindow(x, SW_HIDE)
    Loop Until x <> 0
  DisableAltCtrlDel = x
End Function
trlDel = x
End Function

Veja esta dica tb.:
Impedir que o usuário saia do programa ou formulário sem que seja uilizado o botão sair
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