In the Form's KeyDown event handler, add code like this:
If e.KeyCode = Keys.F4 Then If e.Control Then e.Handled = True
Augment with Not e.Alt and/or Not e.Shift if you wish to exclude those
modifiers.
You will also need to set the form's KeyPreview property to True.
Actually my application has activeX control(axWebBrowser1) that displays
java applet. When there is no applet loaded into the control this code is
trapped /handled otherwise not.