1) Download the zip file located here:
http://www.autohotkey.com/download/AutoHotkey.zip (or download the installer http://www.autohotkey.com/download/A...keyInstall.exe).
2) Open up AutoHotKey and go to File > Edit Script (or create your own script file by opening up notepad and creating a .ahk file).
3) The ONLY code that you have to type to disable the Alt-Tab key combination is "!Tab::return" (without quotes). That's it! All lines beginning with a semicolon ( ; ) are comment lines and you can just ignore or erase them. If you view the help file and read just a little bit you can disable just about any Windows hotkeys that you want. Experiment a little!
4) Now, if you want the file to be portable like I did (without needing AutoHotKey to be installed) you can use the compiler included with AutoHotKey that will convert your file to an executable for you! If you downloaded the zip file, find the "Compiler" folder after you have extracted. If you downloaded the installer, find AutoHotKey in your Start Menu and find the "Convert .ahk to .exe" link
I probably should have included this is my first answer.