I remember the big fiasco with the mislabled XP Discs that Dell supplied at one point.  They were labled Pro but when users actually reinstalled using the discs it was actually Home.  Dell was replacing the discs as users found they were mislabled. But on the XP Pro I had installed, CTRL/ALT/DEL brought up the Task Manager.  I never heard of this key combination doing anything else in XP. Probably too late to get a replacement from Dell.  But, if yours was supposed to have come with XP Pro, and you are in the US, you can request a replacement set of discs from Dell and the replacement should be XP Pro.  Click Me  
Replaced the hard drive in my D410. Reinstalled the OS with the original Dell Reinstallation CD for XP Pro SP2 (Dell part number KY938). Volume label on the CD says XP_PRO_SP2. But what I installed from the CD looks more like XP Home than Pro. The computer properties indicates that it is XP Pro and the install did create a working Administrator account. But Ctrl-Alt-Delete brings up the Task Manager instead of the XP Pro options screen. It looks like XP Home as well. On start up it does not present the Pro login screen but the Home version. I only found one entry similar to this but in that case the CD had been mislabeled and the content really was XP Home. The version file in the $OEM$ directory says that this is ENG PRO. CD also includes the PRO additional support tools.Anyone seen this before? 
XP Pro Thinks It's XP Home