Cid: For your ctrl-alt-del problem, you probably need to double click the border of the task manager to take it out of that minimal window mode "feature" :p
I don't think that would work for Shlup's problem though :p You could create a new Administrator account, and see if it's fixed in there. If it is, then yes, it's a policy problem as Baloki was trying to hint towards but not say very clearly. Yes, it's possible that a virus has gone and changed those policy settings for you, so get rid of it first :p If you have XP Pro though, don't bother get Poledit, since that's replaced by the Group Policy Editor, which you can access by going to Start > Run and typing "gpedit.msc".