More on Locking Windows XP Quickly
Why would it work on some systems and not others? The difference involves the use of the Welcome screen. If you configure Windows XP to use the Welcome screen, Ctrl-Alt-Del brings up Task Manager. If you configure it to log-on using the Windows 2000 style, Ctrl-Alt-Del brings up Windows Security and pressing Enter at that point locks your computer.
To enable or disable the Welcome screen, launch the User Accounts applet from the Control Panel and click on the link Change the way users log on or off. The box titled Use the welcome screen for fast and easy logon controls whether the Welcome screen is displayed.