Windows files may be corrupt, you can try the following:
Your first step is to try System File Checker (SFC)
This built in utility looks at all the XP Files and Folders and corrects any 'corrupted' items it finds.
Put your XP CD in. It could be called "Restore Disk" depending on your copy.
When it loads you will see a blue screen, when the screen loads, ignore it, or click exit. You will only need it to be in the CD drive in case SFC needs to access a 'clean' version of the file.
Type sfc /scannow (there is a space after the C ). Click enter
Go downstairs and make yourself a sandwich
When the process is complete, any XP related goofs should go away. I can't say if this will cure your all your problems, but it is a good first step, similar to '...take two aspirins and call me in the morning..."
When I close down and restart my IE 6 links bar keeps changing back to alphabetical even though I keep resetting to my preference.