Editing Windows shortcut keys may help you, if it is possible.
From the XP help: "With the cursor in the Shortcut key box, select the keyboard key you want to use in combination with CTRL+ALT. Shortcut keys automatically start with CTRL+ALT. The Shortcut key box will display None until you select the key and then the box will display Ctrl+Alt+the key you selected. You cannot use the ESC, ENTER, TAB, SPACEBAR, PRINT SCREEN, SHIFT, or BACKSPACE keys. " We're not interested in Ctrl-Alt here, so I don't think that this would work.
You can disable CTRL+F4 button with Advanced Internet Kiosk.
Advanced Internet Kiosk by Softstack can disable system and function keys and key combinations. Download the program, install it and run kiosk.exe. Click the "Disabled keys" button of the toolbar to your left. You'll see the list of the keys you can disable. Put a checkmark in a box near 'Disable... button'. You can disable all the system and function keys and key combinations on your PC. This option is, however, disabled in the Locked mode, as it needs the system to be fully rebooted to disable or enable keys. After you selected the keys to disable click Save button in the upper-left corner of the main window. The button will grey out if the changes are saved properly. download the Advanced Internet Kiosk