There are several factors that cause this to happen.
1. What did you do before your Windows XP act like this? Did you install any software that were not finish all the way?
2. Does your Windows XP automatically logon itself or you have to provide a password? If your Windows XP automatically logon itself or manually enter your password, make sure you press and hold on to the shift key on your keyboard. DO NOT release this button until your desktop fully appear.
3. Once you done this, click on Start, Programs, Startup button. Make sure there is no bat file in this folder. What happen is if your friend happened to use your computer and play a trick on you. Your computer will be more than likely restart very soon. If you check and did not see any files that are automatically open when your desktop finish loading, then post it again. I will try to give you more details on how to get a little deeper.
bye now,
Joe