Because malware can also cause this issue, and there are number of new malware which can "get around" the traditional AV programs, please download and run the free malware removal tool using the instructions below:
Please download Malwarebytes' Anti-Malware from the link below:
http://www.majorgeeks.com/Malwarebytes_Anti-Malware_d5756.html
Double Click mbam-setup.exe to install the application.
* Make sure a checkmark is placed next to Update Malwarebytes' Anti-Malware and Launch Malwarebytes' Anti-Malware, then click Finish.
* If an update is found, it will download and install the latest version.
* Once the program has loaded, select "Perform Quick Scan", then click Scan.
* The scan may take some time to finish,so please be patient.
* When the scan is complete, click OK, then Show Results to view the results.
* Make sure that everything is checked, and click Remove Selected.
* When disinfection is completed, a log will open in Notepad and you may be prompted to Restart.
* The log is automatically saved by MBAM and can be viewed by clicking the Logs tab in MBAM.
Extra Note:
If MBAM encounters a file that is difficult to remove,you will be presented with 1 of 2 prompts,click OK to either and let MBAM proceed with the disinfection process,if asked to restart the computer,please do so immediately.
________________
And if the above tool doesn't find anything, I would then move on to the computer policies which may have been changed.. To restore ability to change your desktop settings and select a different wallpaper, etc., do the following:
If you're using Windows XP PRO. (I think you mentioned you were using Home Edition but the info in this section should help.):
Click on Start-Run
Type Gpedit.msc
Navigate to User configuration, Administrative Templates, Control Panel, Display
Right click on Remove Display in Control Panel
Click on Properties and select Disabled
Do the same steps to change the following attributes to disabled:
Hide Desktop Tab
Prevent changing wallpaper
Hide Apperance and Themes tab
Hide Settings tab
Hide Screen Saver tab
And since for Windows XP HOME users, see the instructions in the links below to perform manual edits of the registry:
Gpedit.msc Isn't Available On XP Home.. Pro Only....
And To Determine More Of Gpedit.msc Registry Edits..
Hope this helps.
Grif