If you want to prevent a Win Form from both appearing in the TaskBar, and from appearing in the Alt-Tab switch-programs facility:
this.ShowInTaskbar = false;
this.FormBorderStyle = FormBorderStyle.FixedToolWindow;
You could also use the 'SizableToolWindow option.
But, I urge you to consider the implications of implementing such non-standard Win Form behavior. Users are socialized to expect applications' windows to behave a certain way.
With the exception of certain unique situations, such as kiosk-mode applications, and (perhaps) public rent-a-computer facilities, I think it is generally a bad idea to mess with standard windows behavior.