disable crtl+alt+del, alt+f4 ..

You can use Tweak UI by opening it to the Logon tab and selecting the "Logon" tab checking the box labeled "Log on automatically..." an set the Users name and password in the edit boxes provided.

Tweak
http://www.microsoft.com/windowsxp/pro/downloads/powertoys.asp 

or
Go to Control Panel > User Accounts and then uncheck the box labeled "Users must enter a user name..." located under the "Users" tab.  

or
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon]
"AutoAdminLogon"="1"
"DefaultUserName"="user"
"DefaultPassword"=""

Add reg...
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon]
"ForceAutoLogon"="1"  
----------------------------------

How to Enable Automatic Logon in Windows
http://support.microsoft.com/default.aspx?scid=kb;en-us;315231

The information in this article applies to:
Microsoft Windows XP Home Edition
Microsoft Windows XP Professional
Microsoft Windows XP 64-Bit Edition

This article was previously published under Q315231
IMPORTANT: This article contains information about modifying the registry. Before you modify the registry, make sure to back it up and make sure that you understand how to restore the registry if a problem occurs. For information about how to back up, restore, and edit the registry, click the following article number to view the article in the Microsoft Knowledge Base:

256986 Description of the Microsoft Windows Registry


SUMMARY
This article describes how to configure Windows to automate the logon process by storing your password and other pertinent information in the registry database. This feature allows other users to start your computer and use the account that you establish to automatically log on.

IMPORTANT: If you enable autologon, using Windows XP becomes more convenient. However, using this feature can pose a security risk.
MORE INFORMATION
WARNING: If you use Registry Editor incorrectly, you may cause serious problems that may require you to reinstall your operating system. Microsoft cannot guarantee that you can solve problems that result from using Registry Editor incorrectly. Use Registry Editor at your own risk.

If you set a computer for automatic logon, anyone who can physically gain access to the computer can also gain access to everything that is on the computer, including any network or networks that the computer is connected to. In addition, if you enable automatic logon, the password is stored in the registry in plain text. The specific registry key that stores this value is remotely readable by the Authenticated Users group. As a result, using this setting is appropriate only if the computer is physically secured and if you ensure that untrusted users cannot remotely see the registry.

Use Registry Editor (Regedit.exe) to add your logon information:
Click Start, click Run, type regedit,and then click OK to start Registry Editor.
Locate the following registry key:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\WindowsNT\CurrentVersion\Winlogon


Using your account name and password, double-click the DefaultUserName entry, type your user name, and then click OK.
Double-click the DefaultPassword entry, type your password under the value data box, and then click OK.

If there is no DefaultPassword value, follow these steps to create the value:
On the Registry Editor menu, click Edit, click New, and then click String Value.
Type DefaultPassword as the value name, and then press ENTER.
Double-click the newly created key, and then type your password in the Value Data box.
If no DefaultPassword string is specified, Windows automatically changes the value of the AutoAdminLogon key from 1 (true) to 0 (false) to disable the AutoAdminLogon feature.


Double-click the AutoAdminLogon entry, type 1 in the Value Data box, and then click OK.

If there is no AutoAdminLogon entry, follow these steps to create the entry:
On the Registry Editor menu, click Edit, click New, and then click String Value.
Type AutoAdminLogon as the value name, and then press ENTER.
Double-click the newly created key, and then type 1 in the Value Data box.
Quit Registry Editor.
Click Start, click Restart, and then click OK.
After your computer restarts and Windows starts, you can log on automatically.
If you want to bypass the automatic logon to log on as a different user, hold down the SHIFT key after you log off or after Windows restarts. Note that this procedure applies only to the first logon. To enforce this setting for future logoffs, the administrator must set the following registry key:

HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\WindowsNT\CurrentVersion\Winlogon

Value:ForceAutoLogon
Type: REG_SZ
Data: 1

You can also use the following steps to enable automatic logon without editing the registry in Windows XP Home Edition and Windows XP Professional (not joined to a domain):
Click Start, and then click Run.
In the Open box, type control userpasswords2, and then click OK.
In the dialog box that appears, clear the Users must enter a user name and password to use this computer check box, and then click OK.
Last Reviewed: 6/11/2002

now answer the ctrl+alt+del question and your are a saint

I mean by this that when a you are in windows XP users can't use ctrl+alt+del to enter the taskmanager and alt+F4 to exit programs.

Help me PLEASE

User Key: [HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\
Explorer]
System Key: [HKEY_LOCAL_MACHINE\Software\Microsoft\Windows\CurrentVersion\Policies\
Explorer]
Value Name: NoWinKeys
Data Type: REG_DWORD (DWORD Value)
Value Data: (0 = disable restriction, 1 = enable restriction)

I don't know of a way you can disable ctrl+alt+del, but you can disable all the functions.  Through group policy under User Configuration/Administrative Templates/System/Logon/Logoff you can disable locking the computer, launching task manager etc.

As for disabling Alt-F4, the only way I know to prevent a window from closing is in group policy under User Configuration/Administrative Templates/Windows Components/Internet Explorer/Browser Menus where you can disable the closing of IE and other Explorer windows.

Hope that helps