Normally you do NOT want to block operating system key combinations but there are a few legitimate cases where you do. In my case I am making a pygame script for my 1 year old to bang on the keyboard and see/hear shapes/color/sounds in response. Brian Fischer on the pygame mailing list pointed me to pyHook. This example was taken from here: http://www.mindtrove.info/articles/pyhook.html and modified to use the pygame event system.
Python, 37 lines
pyHook does not block the ctrl-alt-del combination even if you try to make it. (which is a good thing) But in my case I can now easily block the windows key and the alt-tab combination. I plan to just use the hook to block a few events and do my regular event processing after the pygame.event.pump() call, like any normal pygame loop.
UPDATE 09/2011 I've added this same example to my blog, where I intend to post future recipes and discussions. http://fadedbluesky.com/2011/using-pyhook-to-block-windows-key/