If you don’t want users to be able to close their session, then you simply need to add a line to your Windows registry.
Open the registry editor (regedit.exe)
Click Start, run and type regedit. Press OK and you will have the Windows Registry open in front of you.

In the left hand window of the registry, go to the following branch:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies
\Explorer
In the right hand window, right click with the mouse and select New and DWORD value.

Give this new entry the name “Nologoff”.

Give this a value of 1 as you can see below in the screen capture.

Click OK.
Your change is now complete; you can close the registry editor.
This tip will disable the close session option from the “Windows Security” box (CTRL+ALT+DEL) as well as the “Log Off” option on the Start menu.