Settings Loss
 

When I restart or shut down and turn my PC back on, all settings are
"forgotton" i.e: background display reverts to stretched instead of the
centre option, not only Windows itself, but other programs are not saving
their settings either like zone alarm continues to ask to allow or diallow
programs access to the net, when I've done it before (yes I pressed the
always button) but when the computer shutsdown it loses all those things,
nothing I've downloaded or installed goes missing though. Also, nothing will
start up with my computer, saying there's been an error and this program cant
be started (only while starting up, after that it works fine ie: antivirus,
firewall etc) and the microsoft webpage simply says they've researched the
problem with the creators and have found no solution. Can anyone help me?

My PC:
AMD64 Athlon 3000+
1.25GB DDR400 Ram
120GB SATA HDD
WINXP S2