WHEN OPENING & CLOSING FOLDERS THEY AUTOMATICALLY CLOSE

Hello to you all. Last time I posted something I was able to get a accurate answer. I appreciate all your advice. Not claiming to be the smartest so when your stumped you ask people who do know. Got an A+, Net +, and almost to my CCNA. That is the extent of my knowledge and I am self taught basically. Here is my problem. When I open any type of folders from my desktop, to include windows computer icon and close them my computer hangs for a bit then goes to the desktop and I loose my desktop background pictures and a few other things in the background shut off. I have no idea how to figure it out. Here is what I got. I have got a C2 DUO Q9550 with 4 gigs of Ram and SP3 on Win XP. No driver issues to speak of on anything. Could this be a debugging issue? I am much better at being a Marine then repairing lovely windows issues, but I cant take it no more. Please help. Thanks

1STSGT "H"
USMC

SEMPER FI