how do you get keypresses before windows does then if its a key you dont want pressed dont send it to windows?

One way would be to install a system wide hook and return a non zero value (for messages you don't want to be passed on) from the hook procedure so that the destination window does not receive the message. If you're not familiar with windows hooks you can look at iczelion's example.
http://spiff.tripnet.se/~iczelion/tut24.html
It demonstrates a mouse hook but the process is similar for keyboard hooks.

alternatively you can write a keyboard filter driver
but then that will not be able to prevent keypresses from power management buttons (power/(sleep/standby)/wake)
for those buttons it is even necessary to modify PS/2 driver!

doesnt work on my computer (win98)