Settings and Files Restarting on Windows XP

Ok, so after every time I restart my computer all my shorcuts disappear, files on P2P's are gone, downloads on the desktop are gone, settings on games are set back to default, history deleted, etc. It gets really annoying when I can simply click and icon on the desktop but now I have to open My Computer. Any Ideas on how to fix this hastle?

 

You may need to read THIS : READ & RUN ME FIRST Before Asking for Support http://forums.majorgeeks.com/forumdisplay.php?f=35 ,and after following the proceedure post in the Malware Forum....it sounds "fishy" to me and with P2P programs installed it's possible you have some malware.