@UPDATE:
OK FOR ANYONE ELSE WHO IS SEEKING ADVICE ON THIS ISSUE...
So far, the best thing I have found is to download yourself a co
You can only do this if you are authenticating the credentials yourself. Prior to Vista, this was done via GINA, but since Vista, you need to write your own Credential Provider.
The reasons behind this are buried deep in the security principles -- Ctrl-Alt-Del will only ever bring up the window station associated with login (etc), and no other application can get to that window station (so you can't create a fake password box over the top to scrape passwords, for instance).
Without knowing why you think your service needs to interact with that desktop, it's difficult to advise further, but it might mean that your design is broken somehow.