Windows vulnerability detected by Ad-Aware

I just ran an Ad-Aware scan on my desktop, picking up the following vulnerability.

Name:Windows
Category:Vulnerability
Object Type:RegData
Size:4 Bytes
Location:...\software\microsoft\windows\currentversion\policies\system "DisableTaskMgr" ()
Last Activity:04-01-2006
Relevance:Low
TAC index:3
Comment: Possible unintended lockout from Task Manager (Task manager access disabled)
Description:General Windows Security Issue. Your system security may be compromised. The specifics of the possible compromised item are listed in the comments section.

I recently had an alert from Zone Alarm that "a.exe" was trying to connect to the Internet. A subsequent scan by Kaspersky removed 4 infected files. Ad-Aware quarantined the offending entry, is it safe to delete?

Have I been hit by the .wmf vulnerability?

well you've been hit by something but I wouldn't assume everything (or even anything!) is that particular bug :)