When you use the keyboard combination CTRL+ALT+DEL to open the Windows Security window, Task Manager is opened instead. This issue occurs if you configured Microsoft Windows XP to use the Welcome screen.
To resolve this issue, disable the Welcome screen. To do this, follow these steps:
1. In Control Panel, click User Accounts.
2. Click "Change the way users log on or off".
3. Click to clear the "Use the welcome screen for fast and easy logon" check box.
4. Click OK.
NOTE: The "Fast User Switching" option is disabled if the Welcome screen is disabled.
Most of the options that are available on the Windows Security window, including the "Locking the computer" option, can be selected on the Shut Down menu in Task Manager. You can also lock the computer by using the Windows logo key+L keyboard combination.