In such a case an IT admin remote controlling a PC, or an employee goofing off with Windows Player will prevent my app from gaining exclusivity. That does not solve the problem.

Also, exclusive access to the screen does not guarantee your program will go uninterrupted. Retaining exclusivity is impossible, because you just might get an ALT+TAB, CTRL+ALT+DEL or a WM_KILLFOCUS from who knows where. There are custom techniques for getting around each of those, but they're all along the lines of what's described in the article. Attaining and retaining exclusive access to the screen is next to impossible.