Alt-f4 is not a system wide function. It is an app controlled function. So unless you build in a disable of alt-f4 into WoW. Which is pretty much impossible to do anyways, there's no way to disable alt-f4 without actually changing one of either key altogether.

The only bit in Windows that it does is it checks to see if any apps are open, if no apps are open, it will open the close windows app. But everytime you press alt-f4 in an app and the app closes. The command to do so is within the app you are in.

Hope that makes sense. There is no registery hack for it, other then changing the keyboard layout alltogether and make F4 a different key. Which I, tbh, wouldn't suggest.