I'd like to know which version of Windows has that option. None of the versions I've seen let you do that.

@Michael: sorry, but I can't think of a way to disable it short of physically removing it from the keyboard. You could always try remapping the keys used for JJ2 to shift your fingers away from the windows key (I had to do that once as a KVM switch I used used Ctrl as it's hotkey). Alternatively, you may be able to find a utility online to change the behaviour of the windows key.