Hi Mary,
This is caused by viruses. One sure way to run MSCONFIG is to copy msconfig.exe to another filename, say msc.exe and run it. Try this tool from Doug Knox, creates copies of MSCONFIG, TASKMGR.EXE AND REGEDIT.
Emergency Msconfig, Regedit, Task Manager http://www.dougknox.com/xp/utils/xp_emerutils.htm
Also, update your anti-virus scanner and run a full system scan. The following viruses terminate any of the following processes: REGEDIT.EXE and TASKMGR.EXE