Since new computers don't come with XP I would be guessing you had this made and they set it up that way. If you want you could move your home folder to where you want.
Here's an example -> http://www.google.com/search?hl=en&source=hip&q=XP+CHANGE+HOME+DIRECTORY
Since there are so many articles about this, pick the one you like.
I have purchased a new desktop ( running windows xp) and it seems to have 2 hard drives , C and F . C seems to have all the programs and F my own files . when i want to save something eg spreadshhet or photos , it first offers me drive C . I have to scroll back to my computer , select drive F , my documents etc . Is there a way to arrange for it to offer me Drive F as a default location first off ?