I followed the shaobin0604's answer and I finally managed to lock the HOME button, by adding:
<uses-permission android:name="android.permission.SYSTEM_ALERT_WINDOW" />
to AndroidManifest.xml
All you have to do is to copy HomeKeyLocker.java
from shaobin's lib to your project and implement it like in shaobin's example. BTW: My AVD's Android version is Android 4.0.3.