Please give the info of your Os you are using . !
For XP :- (the problem is common)
1)Click Start, Run, type 'gpedit.msc' and click OK.
2)Navigate to this branch:
User Configuration / Administrative Templates / System / Ctrl+Alt+Delete Options / Remove Task Manager
3)Double-click the 'Remove Task Manager' option.
4)Set the policy to 'Not Configured'.