Simply click on your Start button, then click on Run and type the following command and press OK:
REG add HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\System /v DisableTaskMgr /t REG_DWORD /d 0 /f
This has been tested on Windows XP only, use at your own risk!
Tip – The easiest way to re-type the above is to copy/paste it into the ‘Run’ command.