If your users close the logon script window, hide it.
Navigate to HKEY_USERS\<each user>\Console
Edit or Add Value the following two REG_DWORD values:
WindowSize and with the Radix at Hex, set it to 05000d
WindowPosition and with the Radix at Hex, set it to 03FC0000
This makes the Window very small and positions it off screen so they can't see it and hence can't close it.
If when running a command prompt, this windows is invoked, just maximize it, right click the title bar, and size/position it using the Layout tab in Properties. When you click OK, check Modify shortcut....