You need to check one or more Settings or Registry Keys to solve the
problem.
If you have Windows XP Professional then do one thing:
1. Click Start - Run - type GPEDIT.MSC and press enter
2. Expand To:
User Configuration
Administrative Templates
System
Ctrl+Alt+Del Option
3. Look in the right side pane. Set all 4 options in the right side pane
to
"Disable" if they are already configured to "Not Configured" or "Enable"
If that doesn't help then or you have Windows XP Home Edition
1. Click Start - Run - type REGEDIT and press enter
2. Expand To:
1. Click Start - Run - type GPEDIT.MSC and press enter
2. Expand To:
User Configuration
Administrative Templates
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\System.
In the right-side pane, check if the value exists like:
DisbaleChangePassword
DisbaleLockWorkstation
DisableTaskMgr
Delete all those entries.
Check if you can open Task Manager now or Restart your computer once.
Meanwhile check the following link and see if this helps you:
http://support.microsoft.com/kb/555480
For No Shut Down in Start Menu:
1. Click Start - Run - type GPEDIT.MSC and press enter
2. Expand To:
User Configuration
Administrative Templates
Start Menu and Taskbar
3. Look in the right side pane. Set the "Remove and Prevent Access to Shut
Down command" to "Disable" if they are already configured to "Not
Configured" or "Enable".
Registry Hack for the same is:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer
In the right-side pane, delete the entry NoClose.
Maybe you are not infected with Virus but Spyware/Malware.
Let us know, if any of works.