Making the dialog/prompt system modal would only be part of the answer... It could still be killed by ctrl-alt-del / task manager, and doesn't help in making the "password box" be the first thing on startup...
As I've stated before, programming system security IS NOT easy, and you should check availaible security API's of the system first...
In this case, what you are trying to do is replace the GINA interface (msgina.dll (Microsoft Graphical Identification and Authentication Dynamic Link Library )). Replacing that dll is doable but I've never tryied or even looked into it. A quick search on google for MSGINA.DLL reveals many links including a paper from microsoft (http://www.microsoft.com/windows2000...ity/msgina.asp).
So it's doable but probably not easy...
Of course you're probably not looking into making this "secure", but I still like to warn people about this...
There are definitely ways using the api to disable CTRL/ALT/Delete. Appleman's book on the API is a great boo to learn about the api and how to use it in visual basic.