You cannot filter out system keystrokes (like ctrl-alt-del and alt-tab) under Windows NT or 2000. The operating system is designed to receive those keystrokes before any user applications, so your app will never see them.
So far as the Ctrl-Alt-Del, it's used by the operating system as the Secure Attention Sequence. If anyone could do this, the operating system would no longer be secure and Microsoft couldn't then market NT/2000 as being C2 Compliant.
BTW: If you want to design your own logon process, look at the GINA sample that ships with Visual Studio VC++. A Gina DLL is called after the SAS is detected, and allows you to perform your own user authentication. This is how the biometric hardware vendors hook into the OS.
Update 2005-05-09 =================== MSDN magazine has published the first of two articles convering writing your own GINA dll.
You'll need C/C++, Virtual PC (or a PC that you can reload easily), and experience in writing high-quality Win32 code. You *cannot* use VB for this, as this DLL gets called as part of the boot process, and VB won't run at that time.
Update 2005-07-30 ==================== Thanks to bjd4jc for reminding me that part two of this article is now available.