First I'd run MSCONFIG. Click Start and type MSCONFIG in the run box, hit enter, then click the Startup tab. See if there's anything there that's starting at boot up time that might be doing this. You can uncheck anything except your antivirus program.
Next I'd boot to Safe Mode and check for viruses and malware.
You can check for corrupted system files. Open an administrator command prompt and run SFC if the above doesn't help. Click START, then type CMD in the search box, right-click CMD.EXE and click Run as administrator. Then from the command prompt type sfc /scannow.
When Windows XP boots up, a folder named c:\windows\system32 automatically opens, which I find annoying. It seems to continually add new files with each restart/startup. I followed a tutorial that suggested looking for certain registry keys with unmatched special charaacters, but no luck. Any other things to try to stop this from happening?