Tested under XP Pro and latest releases of IE & Netscape and can not duplciate what you claim.
CTRL-ALT-DEL killed the IE & Netscape process without any problems. ALT-F4 had to be hit numerous times as part of the script detects the ALT key being depressed I believe as a different pop-up appears when depressed.
I was able to duplicate what you see with Opera however but the above killed it eaily enough.
