TechNet Article ID: Q174840 tells you how to disable the Lock Computer, Change Password and/or the Task Manager buttons on the Security dialogue box (the ctrl+alt+del window). Here is what it says to disable (gray out) the Lock Computer button:
Run Regedt32.exe and add the following value(s) to the registry:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion \Policies\System\ DisableLockWorkstation = 1 (REG_DWORD Hexadecimal value)
NOTE: The above registry key is one path; it has been wrapped for readability.
Now, I just did this on a 2000 Server box, and I had to create the System key first. Then the DisableLockWorkstation value.
Cool!
Here is the URL for the TechNet article:
http://support.microsoft.com/support/kb/articles/Q174/8/40.ASP
(please remove any spaces)
Hope this helps.