I've actually worked on a production kiosk (it was Windows 2000, however). The solution was to run our application as the shell. You accomplish this in part by replacing Explorer.exe with your application in the Shell value at:
HKEY_LOCAL_MACHINESOFTWAREMicrosoftWindows NTCurrentVersionWinlogon
See here for some more information.
Now, we did have a secret (err... obfuscated) way to shut down our app. Then we would bring up Task Manager (Ctrl-Shift-Esc) and select File/New Task to run Explorer.exe to bring up a shell right then and there.
As an aside, when you work on a system like this, you naturally become very very proficient with the keyboard and all that it means to use keyboard shortcuts in Windows because you will likely not have a convenient way or place to put a mouse.
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…