In your script to open the window, hide and lock the task bar and include:
Allow User Abort [off]
Pause/resume script [indefinitely]
Set any buttons on the current layout to "halt" or "exit" the current script when they are clicked. (I'm not sure it's strictly necessary, but I also include a Allow User Abort [on] in each of these buttons' scripts.)
This will keep the users from closing or hiding the current window.
It'd be much nicer if we could set a "modal" property for a given window but that's a feature we don't have.