The simplest thing is to apply a password when you protect the template. That
way, no one can unprotect a document based on the template unless they have
the password. (I hesitate to tell you how easy it is to bypass this password
protection, but most users don't know the trick so you're probably safe.)

By writing macros with the names of the corresponding internal commands, you
can intercept the menu and button and take whatever action you want. (See
http://www.word.mvps.org/FAQs/MacrosVBA/InterceptSavePrint.htm.)

The button on the Forms toolbar is intercepted by any macro named ProtectForm.

The menu item on the Tools menu in Word 2002 and 2003 is intercepted by a
macro named ToolsProtect. The same item in Word 2000 (and probably in Word
97, but I don't have that handy) is intercepted by a macro named
ToolsProtectUnprotectDocument.

I don't think suddenly closing the form is a good action to take in these
macros -- you'll get a lot of support calls complaining that "you broke
Word". If you leave the macro's body empty, clicking the button or menu item
will simply do nothing. Alternatively, you could display a messagebox that
says something like "Altering this form is prohibited" or "Touch that button
again and you're fired!"

If your users have Word 2002/2003, there is no macro method to intercept the
user opening any task pane, switching to the Protect Document pane, and
clicking the Stop Enforcing Protection button. Requiring a password is the
only way to stop that approach.