What if you wanted to trigger some other behaviour like display a message box saying they were not authorized to use an application at all and then close down the application. Is it possible to support that sort of functionality as well?

With Visual Guard .Net, any interaction with the application is possible.
The only question is : how automated is it ?
Does is require some coding or does Visual Guard .Net provide a ready-to-use feature for that ?
In the above example, you can use your own login window and call Visual Guard .Net API to authenticate the user.
If Visual Guard .Net returns a positive answer, you can display the message you want to the user...

The page below presents various technical solutions supported by Visual Guard .Net to adapt your application to business requirement :

http://www.visual-guard.com/support/index.php?option=com_content&task=view&id=40&Itemid=43