My task bar was up to no good often before i re-installed os last week(well it was a 3 or 4yr install).. this prog helps, TaskbarRepairToolPlus! from http://www.kellys-korner-xp.com/xp.htm
sometimes when explorer.exe crashes it takes your task bar away. easiest way to get it back is to press ctrl - alt - del and then choose task manager. and then under the applications tab at the bottom you will have a button saying new task. click that and type explorer.
that should restart the explorer shell.
not sure if windows + R will work if your task bar has died. if it does you can type explorer in the run dialouge box.
usually once explorer has crashed your windows xp is probably a bit wobbly. Nothing a restart shouldnt cure.
If it carries on crashing explorer.exe uninstall the last thing you installed.
my regedit did nor work abnout a year ago and i downloaded this small app of the net that fixed all the shyt,but i cannot remember this nifty little app,to help this guy out.