WEll to catch the X in the corner you have to override the OnClosing Event

Here's some that I use:

Code:
		protected override void OnClosing(CancelEventArgs e)
		{
			log.Debug(String.Format("Onclosing called, this.sessionEnding = {0}",this.sessionEnding));
			if (this.sessionEnding)
			{
				//Windows IS shutting down
				e.Cancel = false;
				this.ShutDown();
			}
			else  //windows isn't closing
			{
				//Method overridden so we can minimize the app instead of closing it
				e.Cancel = true;
				//let's minimize the form, and hide it
				this.WindowState = FormWindowState.Minimized;
				Hide();
			}
		}
Basically, as long as the compute risn't shutting down (sessionEnding) it just hides the form.

And for Alt-F4 you will have to write a OnKeyDown Event handler and attachit to whatever might had focus when the user presses alt-f4
Code:
		private void ConversationDisplayBox_KeyDown(object sender,  System.Windows.Forms.KeyEventArgs kea)
		{
			if (kea.Alt & (kea.Code == *whatever F4 equals*))
			{
							
			}
		}