Found this method on Ramesh Srinivasan’s excellent site windowsxp.msvp.org.
Type in Run box – REG add HKCU\Software\Microsoft\Windows\CurrentVersion\Policies\System /v DisableTaskMgr /t REG_DWORD /d 0 /f
That should do the trick.
There are three additional methods on Ramesh’s site….go there
UPDATE: I was browsing through DownloadSquad the other day and I came across a very useful tool, RunMinic
By using RunMinic, which is portable by the way, you can still get a Windows Run box even if Run and Task Manager have been disabled!
Keep this nifty tool in your USB drive,folks.