If an XP users account becomes corupted Xp is unable to save the changes you make to it when you sign off/turn off. Hence when you log back on, the accound reverts back to the how it was, and any changes made have been lost.
If you open the windows task manager (ctrl + alt + del) and select the 'Users' tab, hopefully the user you are signed in as will be listed. if the status is given as 'temporary', this users is being treated by Xp as a 'temporory' user, and any changes this user makes to the account settings will not (or perhaps *can not*) be saved when the users logs off. Ideal for an internet café, when the user's changes will not effect the next customer, but a bit of a pain for the PC owner.
How to fix the problem i am not sure. It happened to me, and i had to re-install XP.
perhaps open the 'run' command and type in 'SFC /scannow' (note the space before the /) and have your XP disk handy in case it is asked for.
Hope this helps.