Q: How can I hide my application in the Ctrl+Alt+Del menu?
A: You need to use RegisterServiceProcess, which has to be imported from the kernel.
See the following example: 
 
 unit Unit1;
Interface
uses
 Windows, Messages, SysUtils, Classes, Graphics, Controls, Forms, Dialogs,
 StdCtrls;
type
 TForm1 = class (TForm)
 Button1 : TButton;
 procedure FormDestroy (Sender: TObject);
 procedure FormCreate (Sender: TObject);
 private
 { private declarations }
 public
 { public declarations }
 end;
var
 Form1 : TForm1;
implementation
{$R *.DFM}
const
 RSPSIMPLESERVICE = 1;
 RSPUNREGISTERSERVICE = 0;
function RegisterServiceProcess (dwProcessID, dwType: DWord) : DWord; 
 stdcall; external 'KERNEL32.DLL'; 
procedure TForm1.FormDestroy (Sender: TObject); 
begin 
 RegisterServiceProcess (GetCurrentProcessID, RSPUNREGISTERSERVICE)
end; 
procedure TForm1.FormCreate (Sender: TObject); 
begin 
 RegisterServiceProcess (GetCurrentProcessID, RSPSIMPLESERVICE)
end; 
end.