Depends what your app is doing. In WinXP I've found that with a fullscreen always-on-top app, if Task Manager is already running in the tray (which can be done by running it with the vbhide parameter in VB) it won't show up. But if your app's not fullscreen you should probably go for the more guaranteed but very unprofessional-looking approach: Use a loop/timer to close it via SendMessage, sending the message WM_CLOSE to any window named "Windows Task Manager". (Of course then they could just hax0r the title of it in the EXE...)
Of course you could just temporarily replace taskmgr.exe.
And as for disabling Alt+Tab, oh how I wish I knew.
