A couple of practical examples:
Create a script that writes a boot image to a diskette using the dd utility. If the user tries to interrupt the script using Ctrl+C, display a message that this action will make the diskette unusable.
Write a script that automates the installation of a third-party package of your choice. The package must be downloaded from the Internet. It must be decompressed, unarchived and compiled if these actions are appropriate. Only the actual installation of the package should be uninterruptable.