In Windows XP Pro, the Desktop Cleanup Wizard automatically runs every 60 days and tries to help the user in maintaining a clean and uncluttered desktop. If you have the Desktop the way you want it and don't want Windows messing with it, you can disable this annoying feature by following these steps:
1. Right click on an empty space on the desktop and select 'Properties'
2. Select the 'Desktop' tab then click on the 'Customize Desktop' button
3. At the bottom uncheck the box labeled 'Run Desktop Cleanup Wizard Every 60 Days'
4. Click 'OK' then 'OK' again to save changes