Well, let them use Win-L to lock everything if they're really worried
Would be nice if you hold the windows key for 1.5 sec you get a quick hot key help. My users know their stuff but are not always windows savvy. They need in your face buttons/prompts. I guess bottom line there are a number of ways to handle this problem.
Can you not simply not show the data when the app launches?
The app shows nothing on startup and needs an authentication (not tied to windows). But after this point the data is consumed rather quickly for the most part and then needs to hide till next operation.