For those of you out there using VMWare, and are frustrated with the whole Ctrl-Alt-Del popping up the message that "VMWare has detected you pressed Ctrl-Alt-Del...." when you lock your host machine, I've found the answer. It appears that in VMWare workstation you can set a flag to ignore that.
Add to the file Buried in C:\Documents and Settings\All Users\Application Data\VMware\VMware Server\config.ini the following:
mks.ctlAltDel.ignore = "TRUE"
and it'll ignore when ever you press control alt delete keys. Yeah! no more popups. For me, this has been working on VMWare Server 1.0.1 and since, and it's universal to every one on the computer.