CTRL+ALT+DEL in Windows XP
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.