Re-write the core Windows DLL files to allow your app to circumvent the windows security model. Don't tell MS as this will break a few laws. I'll have to get back with ya with the api dll's you'll need to start with.
You'll need to learn c and c++ also knowing some assembly will be of help here.
The thing is if the workstation (computer) is locked then no one has access to any running program until the system is unlocked. To have your app be an exception you will have circumvent this behavior which violates the OS security model.
I can't think of a situation where you'd even want your app showing if the system is locked anyways, so I can't think of a situation circumventing would benefit you.