Method 1: Using the console registry tool
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Click Start, Run and type this command exactly as given below: (better - Copy and paste)
Method 2: Edit the registry directly
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Open Registry Editor (Regedit.exe) and navigate to:
[HKEY_CURRENT_USER\Software\Policies\Microsoft\Windows\System]
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In the right-pane, double-click DisableCMD and set it's data to 0
Method 3: Using Group Policy Editor in Windows XP Professional.
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Click Start, Run, type gpedit.msc and click OK.
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Navigate to User Configuration \ Administrative Templates \ System
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Double-click the Prevent access to the command prompt
You can then disable or set the policy to Not Configured. Disabling or setting this policy to Not Configured should solve the problem.