This is old bug of every version of Windows. Some times windows can not save toolbars layout. This happens when Windows Shell (explorer.exe) do not ends correctly.
I do not have decision for this problem, but I can give some recommendations:
1) Try to close all programms from System Tray, or boot Windows without them
2) Try boot in the safe mode and change toolbars layout there.
3) Inspect context menu for files and try to uninstall/disable programms that add items into context.
4) In the WinXP you can try to lock/unlock taskbar
5) Select Start|Shut Down press CTRL+SHIFT+ALT and click on Cancel. This will close explorer.exe and maybe it saves it's state. Then you can run TaskManager to run explorer.exe again.
If all this recommendations does not help you. Here is small information:
Windows saves toolbar layout in the registry:
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Streams\Desktop\Taskbar - for toolbars inside task bar
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Streams\Desktop\Toolbars - for toolbars outside task bar (on desktop)
You can take this value from working computer (where layout are saved) and import on your computer. Note that you must have the same paths for toolbars on both computers, and the second note - Windows updates this values only after restart.
