no run no task manager no shut down button! in xp pro

sounds like group policies
are you part of a domain or something? or this is a standalone?
you can use gpedit.msc to see if there are any policies defined

Are you on a Limited User account or an Administrator account?

if you can get to the command prompt in the accessories folder from the start menu you can run gpedit.msc or anything else

other method is to do ctrl alt del and click on task manager
then click on file, new task (run)

damn it's been disabled eh, alright, now to the real deal

on the left hand side, expand user configuration > administrative templates > start menu and taskbar > now look on the right hand side after highlighting start menu and taskbar

everyone time on the right hand end must be set to not configured, if it's not, double click on it and change it to not configured, if it's grayed out and you can't change it, you have bigger issues

once the settings are adjusted, reboot your machine and see what's going on, you have to be the local administrator or a user part of the administrators account to do this in

also another good step is to create a new user and test this out with

could be a corrupted profile
other thing is if you didn't see those policies being set, there may be registry locations somewhere just for your user profile in the HKEY_Current_User section which explicitly says to hide the shutdown button or whatever

but tell me this, when you were checking out gpedit.msc, was there anything set to disable/enable that you changed to not configured or was everything vanilla clean with just not configured?

you could also try to force it on your user profile, so for example when you're logged in with the problem account, first of all make sure it's part of the administrators group, then go to gpedit.msc > user configuration > administrative templates > start menu and taskbar

find "remove run menu from start menu" and set it disable - this should force it not to be hidden and should show up, hopefully overwriting anything else that has a conflict with that option, then reboot and see if it actually shows up

then you can find the other features and force them as well, ultimately tho, you should just use a new profile since your own might create some other problems later on

let me know how it goes