4.0.3 -- ftp://ftp.altlinux.ru/pub/distributions/ALTLinux/4.0/Desktop/4.0.3/iso/altlinux-4.0.3-lite-i586-install_ru-cd.iso acc doesn't have a submenu for turning on and configuring sshd. I think it's a drawback, since SSH is a popular modern protocol for communication between computers. (If two users of ALT Lite meet and want to log in to one another's computers and pass files or use programs, what should they do?)
One can start and stop the sshd service from the «System services» subpanel (package «alterator-services»). Isn't it enough?
See: http://git.altlinux.org/gears/a/alterator-sshd.git