Bloquear Atalhos do Windows (Windows E)

Tenta isso. coloque o propriedade do Form KeyPreview = True.

procedure TForm1.FormKeyDown(Sender: TObject; var Key: Word; Shift: TShiftState);
begin
if Key = VK_LWIN then
begin
BlockInput(True);
Timer1.Enabled:=True;
end;
if Key = VK_RWIN then
begin
BlockInput(True);
Timer1.Enabled:=True;
end;
end;

procedure TForm1.Timer1Timer(Sender: TObject);
begin
BlockInput(False);
Timer1.Enabled:=False;
end;