Open Registry and navigate to the following key:
HKEY_LOCAL_MACHINE \\ Software \\ Policies \\ Microsoft \\ Windows NT \\ SystemRestore
In the right-pane:
Delete the value DisableConfig
Delete the value DisableSR

Note: In Windows XP Professional, you can accomplish the above using Group Policy Editor as well.

Open GPEDIT.MSC and navigate to this path:
Computer Configuration --> Administrative Templates ---> System ----> System Restore
Set Turn off System Restore to Not Configured
Set Turn off Configuration to Not Configured