To do this you would use the Windows DDK (Device driver Development Kit) and your C compiler to write a MSGINA.DLL, which would be called during an attempt to invoke the SAS (secure attention sequence, also known as Ctrl+Alt+Del).
Developing such a DLL is very difficult, because if you make any mistakes you end up with an unbootable PC.
I would do a Google and see if someone is selling the source code to one that you could adapt for your needs.
Chip H.
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