Windows XP Professional does not have 'Lock computer' function?

I just purchased a new laptop and installed Windows XP Professional. Previously, I can press Alt+Ctrl+Del to lock my computer while i go away from my laptop. But this function is not available now. When i press Alt+Ctrl+Del i can only see the task manager. In the start > Shut down menu, i can only see log... show more I just purchased a new laptop and installed Windows XP Professional.
Previously, I can press Alt+Ctrl+Del to lock my computer while i go away from my laptop.

But this function is not available now. When i press Alt+Ctrl+Del i can only see the task manager.

In the start > Shut down menu, i can only see log off, turn off restart and standby. I can't use any of these.

Can someone tell me if this is the new version of XP or have i missed anything??
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