Ignore Alt+F4 in WPF Application

Вы можете внедрить событие OnClosing в TForm и установить cea.Cancel = true;, когда cea равно CancelEventArgs из Аргумент OnClosing.

http://msdn.microsoft.com/en-us/library/system.windows.forms.form.onclosing.aspx

C#

private void Form1_Closing(Object sender, CancelEventArgs e) {
   e.Cancel = true;
}

C++

void Form1_Cancel( Object^ /*sender*/, CancelEventArgs^ e )
{
   e->Cancel = true;
}

VB.NET

Private Sub Form1_Closing(sender As Object, e As _
   System.ComponentModel.CancelEventArgs) Handles MyBase.Closing
    e.Cancel = True
End Sub 'Form1_Closing