HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\System.
change the value of DisableTaskMgr to '0' if it is set to '1'.
if this key is not there then create it by creating a key (by right clicking and new)in policies named System and in that key you add a new DWORD value(by right clicking and new) name that value to be DisableTaskMgr and set its value to be '0'.
To open regestry editor in vista you just type regedit and hit enter. Or you can open run and type regedit and go.
if you are not able to open registry editor then you first have to enable your registry editing. to do so go to the given link below.