This is not a request for help. Unless you know how to keep XP desktop icons from moving on their own. This is more in the nature of a "heads up" people with desktop icons that rearrange themselves after restarting, rebooting, or running certain programs.
My computer just developed "desktop icon wanderlust" and I found a small shell extension that runs from a right click menu that restores the icons to their previously recorded location with a simple click.
Now move your desktop icons to the desired location and right click on the desktop to open the menu. Click on the Save Desktop option. That's it. Now when the icons get jumbled and moved just right click on the desktop and click on the the Restore Desktop option and they'll all jump back to where you saved them.
This program supposedly works successfully with Windows 98 through Windows 7. I can vouche for the fact that it works on XP. It won't lock 'em down, but it makes putting them back a breeze.
For those wanting to lock icons down on XP you might be able to do it through the Group Policy menu. You get there through START > Run > type: gpedit.msc and click OK. ON the Group policy menu choose USer Configuration, then Administrative Templates, Desktop and then Active Desktop. You can change the way the desktop functions with the settings you find there. I haven't tried them myself but it looks like it might do the trick, but it might also prevent some other functionality if you change some of the settings, so be careful.