Method 1
 * Click Start, Run and type Regedit.exe
* Navigate to the following branch:

        HKEY_CURRENT_USER Software Microsoft Windows CurrentVersion Policies System
 * In the right-pane, delete the value named DisableTaskMgr
* Close Regedit.exe

Method 4:  Using Group Policy Editor - for Windows XP Professional
 * Click Start, Run, type gpedit.msc and click OK.
 * Navigate to this branch:

        User Configuration / Administrative Templates / System / Ctrl+Alt+Delete Options / Remove Task Manager


 
 * Double-click the Remove Task Manager option.
 * Set the policy to Not Configured.