HKKU
\SOFTWARE
\Microsoft
\Windows
\CurrentVersion
\Policies
\System
DisableLockWorkstation (REG_DWORD) = 1
HKCU
\SOFTWARE
\Policies
\Microsoft
\Internet Explorer
\Restrictions
NoBrowserClose (REG_DWORD) = 1
http://www.liutilities.com/products/registrybooster/tweaklibrary/tweaks/10159/