I like the feature "as is" I don't think a need to disable Ctrl-Alt-Delete is necessary, Like Steven Mentioned, the need may arise for the task manager.
And Also I think calling it "Lockdown...or any variation of that..just challenges the idiots. The mentality of.."OK let's see how good it's locked".
How about something like "Play Only View" ..or "Playlist Only"
This also would not encourage someone to try and ' UNLOCK" anything