As soon as you can prevent the Windows menu from appearing or prevent that you from losing focus it means you lose control or the computer. Then there is nothing left but to turn off the computer and restart it with a recovery process. That's something that happened in the past, but you don't want it now.
What does work is to open a modal form that makes it impossible to activate others (B4XPages) and can only be exited by a command associated with a key.