Click Start, Run and type the bold text below exactly as given, it is all one line! : (better yet - Copy and paste the bolded text into your Run box)
REG add HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\System /v DisableTaskMgr /t REG_DWORD /d 0 /f
Next easiest, you can follow this link and download then run a REG file to do the same thing (since it is a REG file you may or may not get some warning message about potential malware but it is not malware)-
http://windowsxp.mvps.org/reg/EnableTM.reg
or Easy but a bit more time consuming, you could fix things with a manual registry edit as follows:
1. Click Start, Run and type Regedit.exe
2. Navigate to the following branch:
HKEY_CURRENT_USER \ Software \ Microsoft \ Windows \ CurrentVersion \ Policies\ System
3. In the right-pane, delete the value named DisableTaskMgr
4. Close Regedit.exe
The advice to scan for malware is sound and SHOULD BE DONE as it is generally malware that disables TaskManager but a malware scan doesn't generally re-enable it.