Since you supplied your email address, I assume you won't be back to see your answer.
But, just in case you do come back....
Type RegEdit in the RUN box. This will open the registry editor.
Locate the key HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer.
In the right side of the window, you can see NoSaveSettings. See if the value is set to 0. If it is set to 1, correct it by changing its value to 0. You do this by double clicking on NoSavesettings.
This will open up a small dialog wherein you can change the value.
Reboot and check if this solves the problem.