We are using a Virtual Machine without Virtual Machine Add ons for students to take their MOS course [Long story: Don't ask]

We have a little problem when the Virtual Machine starts in so far as when it does start it is full screen and the mouse focus stays with the 'real' physical machine. The only way to change focus is to CTRL+ALT+DEL and then cancel and then click in the Virtual Machine window. Then a dialog is displayed with a tick box to not display this message again [can't remember the exact message but I will get it and post again]

What I would like is [hopefully] a couple of Current User Registry fragments that I can deploy via AD.

Can anyone point me in the right direction?