Windows XP has many features and security settings You may have activated this undesired effect by chance... although I do not know of a specific setting I can give you two places too look. Please note I use XP Pro and you may not have full access to these tools if you are using XP Home.
1. in your accessories menu under Administrative tools... did you disable any services recently? If so change them back to their default.
2. gpedit.msc most likely if the change was here it was done by a program but you can browse around and see what settings there are. But be sure to read the description of each b4 making any changes. Sorry I couldn't be of more help then that.