I believe these issues are handled by policies in Win2000 & WinXP. I believe that the article Waltz references in the above threads I referenced points out the solution for these system.
http://msdn.microsoft.com/msdnmag/issues/02/09/CQA/default.aspx
In my opinion, the suggested changes for stopping the use of cntl+alt+del in Win9x are just as much a hack as the changes made to MSNET32.dll. I am not sure solid security in Win9x can be provided without some type of "hacks". Hack is a scary power word use another word.
If the DOS box is not closing only in Win9x scripts my guess is the script is not finishing normally & is hanging.
I tend to aggree with Jens, I think your script may have other problems that are obsuring the issue.
[ 22. October 2002, 16:26: Message edited by: Jack Lothian ]
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Jack