Probably too late, but anyway: in Windows this is next to impossible. Microsoft has spent last fifteen years trying to prevent applications exactly the behaviour you're trying to achieve (effectively locking out every other application on the system). Last occasion this was seriously possible was displaying system-modal dialog box in Windows 3.1
System hooks are nasty beasts. For starters, you'll need a DLL, for various reasons they cannot be successfully implemented in non-DLL code. Even so, some key combinations (most notably Ctrl-Alt-Del) cannot be intercepted by any other application for security reasons (otherwise keyloggers could intercept Ctrl-Alt-Del, display login screen and steal a password; you can even read this after clicking "help" in the old-style login screen in Windows XP).
With Ctrl-Alt-Del, your users can bring up the Task Manager and do pretty much anything.
Much better way (or the only way, in my opinion) is to create a very restricted user account which doesn't allow anything else than running your application. Though I don't know the details, this certainly is possible (I've been working with acounts in which even Window key+R was disallowed, preventing me to run arbitrary applications). I believe even USBs can be disabled this way. You'll just need to set up user rights and local/domain policies correctly.
If you need to run your application on computers you do not physically manage, you are probably out of luck.