Are you talking about Task Manager? or are you looking for a secure log in
(in XP Pro/MCE).
The CTRL+ALT+DEL (without secure log in) will launch the Task manager.
However, the task manager will only launch as resources become available for
it to do so.
If you are running Windows XP Professional, Tablet PC Edition or Media
Center Edition, you can create something called secure log in, in which
CTRL+ALT+DEL (CAD) will have a different function. With Secure Log in, the
CAD combination will put aside EVERYTHING running in Windows to bring up a
Security window that allows you to Lock the PC, Shutdown/restart, launch the
task manager, log off and a few other things. I find the task manager loads
much quicker if Secure login is used.