With all previous versions of Windows, save Windows 2000, pushing Ctrl+Alt+Del on a keyboard would bring up the Close Program dialog box.
In Windows XP, pushing this combination of keys brings up the multi-tabbed Windows Task Manager. A much more ominous looking version of the former Close Program box. The only tab where you will want to occasionally end a program is the "Applications" tab. The programs listed here can be safely terminated using the End Task button.
The processes tab can be a little more touchy. The cryptic descriptions there are hard to decipher. My advice is leave it alone unless there is something obvious to you that you would like to delete.
The next tab is the performance tab. There isn’t enough room for me to completely explain this area here. In a nutshell, however, if you see your CPU usage staying above 30% and not dropping, you should close open programs and reboot your computer.
Under "Commit Charge", if the Total number is very close to the Limit number, you may need to increase RAM, virtual memory or both if rebooting doesn’t separate the numbers.
For more detailed information, click on Help in the Windows Task Manager and poke around in the Topics provided.