Oh oh, you may be infected. I'm assuming your computer isn't in a
corporate network where they can push policies to disable Task Manager.
Normally I'd give instructions on how to use the Group Policy Editor
(gpedit.msc) to modify the policies on a host (which are registry
settings) but you, alas, have the Home Edition which probably doesn't
have these type of admin tools. So here's an article on the registry
setting you have to change - if that is what blocks you from using Task
Manager:
http://www.windowsnetworking.com/nt/xp/registry/rtips23.shtml
You want a dword value of 0 for DisableTaskManager or just delete that
data item (so it is Not Configured). Normally you don't even have the
System subkey in the registry unless something there was configured
differently than the defaults.
If you didn't enable this option or do it using some tweaker then
something else did, like malware. They don't like you seeing them.
They like dark places and don't like the light. Another possibility is
that you installed some process manager where you configured it to
*replace* the Task Manager. Instead of loading taskmgr.exe, you should
be loading whatever is your replacement for it (or it should've done the
necessary registry edits to have it loaded when you try to load Task
Manager).