The well-known problem regarding "stuck" CTRL+ALT key sequence has now been officially fixed for Vista and Server 2008/R2 client systems.
KB978829 has been published and addresses the fix in more detail.
The hotfix can be downloaded via the following URL:
This problem manifests itself under the following conditions:
1. when connecting via Windows Remote Desktop Connection to a remote system (physical or virtual)
2. Locking the host machine (machine from which you are connecting) with CTRL+ALT+DEL sequence
3. Transient network disconnection occurs
4. Unlocking the host machine thereafter
Users find that typing the DEL key on the target machine (such as in a Word or notepad document) causes the target session to be locked as though CTRL+ALT+DEL had been typed.
A fix for XP SP3 is currently being proposed and analyzed, but no guarantees when or if it will be released, at this time.