How do I prevent users from exiting Surfblocker without a password?

To enable protection against exiting the Surfblocker, launch Surfblocker, click Settings and on the Options tab, turn on Ask password when exiting Surfblocker.

Please note that even when the Surfblocker application is closed, the protection is still active and all the restrictions are effective, because the actual services are provided by a background system service program that is running invisibly at all times and can not be closed by users.