Under NT, Ctrl-Alt-Delete is used to get the attention of the core system; no userland app can listen for or issue a Ctrl-Alt-Delete. Unless NT has bluescreened, it promptly pops up a helpful window that can start task manager, change your password, lock the computer, etc. Compare with 9X which may, if it's feeling like it, present a list of non-hidden processes that it may deign to attempt to close.

Why does NT require you to Ctrl-Alt-Delete before doing anything security related? Because only the system responds to a Ctrl-Alt-Delete, you will definitely get the real change password screen, the real lock workstation screen. Trojan Horses won't work, as the real NT dialogue will supplant them. If you've pressed Ctrl-Alt-Delete, you're definitely typing your password into the system, and not a third-party program.

Under linux, incidentally, if /etc/shutdown.allow is present Ctrl-Alt-Delete won't cause a shutdown unless a user specified in it is logged in. Stop random people walking up to your server and rebooting it!