Based on other answers, it seems that this is possible to do. Although I highly discourage this. Take for instance that your program should for some reason hang (god forbid...). Then you would have the situation that the only thing the user can do is to turn off the computer with the power button (or pull the plug...).
It is for a good reason that this is difficult to do, and the methods are poorly documented...
The only way this looks like the way to go, is the comment from Pierre-Alain Vigeant if this is a kiosk computer or something. Then it would actually make sense to do this!
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