The "StateMgr.exe" program is the main part of Windows ME's System Restore. Although I wouldn't recommend permanently disabling System Restore on Windows XP, on Windows ME it's another issue. System Restore uses up quite a few resources and uses up disk space. The Windows ME version also isn't as reliable as some would like.
Certainly, it's up to you, but if you've got "Go Back" working well, and you have all the reinstall CD's (just in case) AND you keep personal files backed up frequently, then it shouldn't hurt anything to disable System Restore. Start by following the instructions below to disable System Restore, then click on Start-Run, type "msconfig", then click on OK, then click on the "Start Up" tab. If "StateMgr" is still listed, UNCHECK it.
To disable Windows Me System Restore:
1. Click Start, point to ?Settings?, and then click ?Control Panel?.
2. Double-click the ?System? icon. The System Properties dialog box appears.
NOTE: If the System icon is not visible, click "View all Control Panel options" to display it.
3. Click the ?Performance? tab, and then click ?File System?.
4. Click the ?Troubleshooting? tab, and then check ?Disable System Restore?.
Hope this helps.