You simply need to create and launch the following reg file :
REGEDIT4
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\System]
"DisableTaskMgr"=-
[HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\System]
"DisableTaskMgr"=-
Tested and working on Win 2k and XP.
In notepad, copy/paste the following script, and save the file with a .vbs extension, then run it :