Use the Windows NT/2000/XP-specific API commands to create another desktop, basically making your program a 'kiosk' application.
As shown here (
http://vbaccelerator.com/home/VB/Code/Libraries/Windows/Creating_New_Desktops/article.asp, yes, it's VB6 code), it's easier to have a 'bootstrap' application to create the new desktop, switch to it, and then run your program on it.
Ctrl-Alt-Del brings up Task Manager on the old, Default desktop, rather than the one running your program that's mapped to the screen.
Seeing as you're given a sample project, it should be easy as hell to create a simple bootstrap-runner. If you're feeling like a real expert, you could even convert the VB code to DB...
(I'll compile the sample project sometime that isn't now.)
16-colour PNGs pwn.
