Try this :
Start->Run->'gpedit.msc' (without the quotes) and hit enter.
Now in the left pane you'll see 'User Configuration' tree. Expand it.
Now expand 'Administrative Templates'->'System'->'Ctrl+Alt+Del Options'.
Then in the right pane, find 'Remove Task Manager'. Dbl-click on it and set its property to 'Disabled'.
However, you can do this ONLY if you are a member of the Administrators group.