I wonder if you have a problem with your Desktop.htt file.
It's an HTML document that holds your prefered desktop settings and its one of those nice little files in that if you delete it, Windows creates a new one for you when you start up.
Mine is in this folder on a Windows XP Pro machine which, for this example, is the same directory structure as your Windows 2000 PC:
C:\Documents and Settings\Taran\Application Data\Microsoft\Internet Explorer
It is a hidden file: you have to change your settings in Folder Options to view hidden or protected opertaing system files.
If you then delete Desktop.htt from your user profile you have two choices:
1. right click on your desktop and left click on Refresh
2. close down and restart your PC
Either one will generate a new Desktop.htt file for you in your user profile and this should, hopefully, cure your problems.
Having said that there are other factors that could well be at work here. Drivers are a common cause of active desktop failing to load properly. Are you running all the latest hardware drivers for the system ?
And what is running at Startup ?
Before doing any of the above, you might want to download and install Mike Lin's Startup Control Panel click here which will put a new icon in your Control Panel called Startup. If you open it up it will give you a pretty good idea of what is loading during your computers start process and you can opt to disable (or re-enable) any suspicious entries.
Give it a try and see where you get.