I have a excel workbook that is via VBA goes out to various 3rd party
applications and gets data from them. The problem I have is that this is not
instantaneous and even tough I have a progress bar showing things moving
along the user will hit CTRL+ALT+DEL and end the task. This is not a problem
for excel, but the other software applications seem to be getting "hung up"
b/c the data transfer is not complete. Is there a way when this workbook is
opened to disable the CTRL+ALT+DEL function?

I have tried using:
Application.OnKey "^%{DEL}", "NotAllowed"
but nothing happens.

I have even tried just looking for the CTRL + ALT
Application.OnKey "^%", "NotAllowed"
but with this I get run-time error 1004

and if I change it to
Application.OnKey "^{%}", "NotAllowed"
or
Application.OnKey "%{^}", "NotAllowed"
nothing happens