My Documents Folder always opens on startup

Resolution :

Start >> Run >> Regedit
HKEY_LOCAL_MACHINE >> SOFTWARE >> Microsoft >> Windows NT >> CurrentVersion >> Winlogon

Look in the right pane for a value called Userinit
Its value should read: C:\WINDOWS\system32\userinit.exe, (Including the comma)

If it reads anything else, double click the Userinit value and change it. This assumes that XP is installed on C:\Windows. (Windows Default) If not, adjust the command line accordingly.