This can be caused by malware. If it’s not an infection try this:
Click the Windows Orb (Start), type regedit, press Enter and in the left pane navigate to HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\System. In the right pane, double-click and change the value of DisableTaskMgr to 0 (zero) and
DisableLockWorkstation to 0 (zero).