Locked Computer Problem

Any time I manually lock the computer or it just comes back from the screensaver locked, the “press ctrl+alt+del” box appears as it should. however, after about 5 minutes the box disappears, also normal, but it never comes back no matter how many times i press ctrl alt del and it just stays staring at the desktop wallpaper. i am forced to restart my computer and lose all my files i was working on. please help so i can fix this. im running windows xp professional. thanks.