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Enable / Disable the Task Manager

Start Regedit
Go to HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\System
Create the Dword value DisableTaskMgr
Give it a value of 0 to enable it
Give it a vaule of 1 to disable it

Clearing the Page File on Shutdown

Another way to set the computer to clear the pagefile without directly editing the registry is:
Click on the Start button
Go to the Control Panel
Administrative Tools
Local Security Policy
Local Policies
Click on Security Options
Right hand menu - right click on "Shutdown: Clear Virtual Memory Pagefile"
Select "Enable"
Reboot

If you want to clear the page file on each shutdown:
Start Regedit
Go to HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Session Manager\Memory Management\ClearPageFileAtShutdown
Set the value to 1

No GUI Boot

If you don't need to see the XP boot logo,
Run MSCONFIG
Click on the BOOT.INI tab
Check the box for /NOGUIBOOT