disable Alt F4 from the registry

I have a Win2k pc that autologs on and instead of loading explorer.exe as the shell, it is configured to open internet explorer 6sp1 in kiosk mode. I have also restricted other keys and options in the browser however the one thing you can do is useAlt F4 to close the browser (even in kiosk mode). If I click a link from the original kiosk mode browser and it opens a new, normal looking browser, I want to be able to click the X to close it but not be able to close the original, kiosk mode browser. Any ideas?