There used to be a dialog box style ( DS_SYSMODAL ) that created a dialog box in system modal mode. But it is only there for compatibility with 16bit windows and doesn't prevent the user from clicking other items on the desktop. So I guess you will have to intercept the mouse messages. But even then the user will be able to move through dialogs using the Alt+Tab combination. So you better look at How to Disable Task Switching.
WolfPack
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