Post ICS i.e. Android 4+, the overriding of the HomeButton has been removed for security reasons, to enable the user exit in case the application turns out to be a malware.
Plus, it is not a really good practice to not let the user navigate away from the application. But, if your application requires so, what you can do is declare the activity as a Launcher , so that when the HomeButton is pressed it will simply restart your application and remain there itself (the users would notice nothing but a slight flicker in the screen).
EDIT #1 : Here is another workaround, more suited to your needs.
EDIT #2 : Just came across this. Haven't tested it. But looks kinda promising. Not sure if it would work, but you could give it a try.
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…