Hi, what exactly are you doing? Are you closing all programs out by holding down Alt+F4? I'm not sure if the Alt+F4 can be blocked for a specific program or not.
You might want to re-think the way you are closing all programs. This program will allow you close everything out except Sticky Notes if that's what you want to do. However, you will have to run the program and uncheck Sticky Notes each time you run the program.
https://www.techsupportalert.com/content/close-all-open-programs-one-click.htm
I'm sure there are other similar programs, maybe some with better options.