XP Logging Me Out - How To Fix This?

Just recently my computer logs me out to my user screen - the one with the blue screen and the square with what I think are chess pieces. It will do this when the computer is idle. It never used to do this. Additionally, I get MSN messegas about all kinds of stuff when I log back in.I do not get them when I am logged in on the OS, only when it idles and I return to the OS.

How can I fix this. I cannot recall anything I did that would have caused my computer to do this.

Thanks in advance.

 

There are screensaver options that do that.