For Other Windows XP Home Version Users:
If you don't have Windows XP Professional, then you'll need to edit the registry manually.
Click Start, then click Run, type in regedit, and click on OK.
Expand these registry keys in turn:
You should see something similar to this:
Right Click on the DisableTaskMgr item:
Click on Delete, confirm that you want to delete, and Task Manager should be available once again.
If above changes won’t work, task manager might be disabled at domain level. In such a case, contact your system administrator.