can't "make" toolbars

You do not say what version of XP do you use
Home or Pro?

For XP Profesional:
1) Open gpedit.msc (Group Policy)
2) Find User Configuration->Administrative Templates->Desktop
3) Find option Prevent adding, dragging, dropping and closing the Taskbar's toolbars
4) Change it into Disabled or Not Configured

For XP Home:
1) Open regedit
2) Find key HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Group Policy Objects\LocalUser\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer
3) Delete value NoCloseDragDropBands or set it into 0
4) Restart computer.

I hope this will help you.

Also want to ask. I know some users have problem: TLB do not appear after restart. Check the value Don't save settings on exit or the registry value NoSaveSettings.