If you want it to auto-start with Windows, you can just put it in the startup folder but I'd suggest using a registry entry like this:
In regedit, navigate to HKLM\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
Create a new "String value". Name it whatever you want, and then for the data, put "C:\LocationOfFile\disable_alt_tab.exe"
(with quotes and pointing to the correct location). Close regedit and restart and it should work.

The only way to regain the Alt+Tab functionality is to terminate the program (from Task Manager or similar).