Commenter Adam S wonders why holding the Ctrl key when selecting New Task from Task Manager will open a command prompt.

It's a rogue feature.

Windows XP introduced visual styles, and one of the tricky parts of debugging visual styles is that if the visual style engine goes berzerk, you can't see anything! One of the problems that the visual styles folks encountered when developing their feature was that sometimes they would get into a state where the Run dialog would stop working. And without a Run dialog, you couldn't install or launch a debugger to begin investigating what went wrong.

The solution: Add the rogue feature where holding the Ctrl key when selecting New Task from Task Manager opened a command prompt directly, without involving the Run dialog. From that command prompt, you can then install the debugger and start debugging. (This technique also took advantage of the fact that console windows were not themed in Windows XP. If the visual style system got all messed up, at least your console windows worked!)

Over time, the bugs in the visual style system got worked out, and this rogue escape hatch was no longer needed, but for whatever reason, it never got removed.