XP Problems

Hi Guys,
I think I need some expert help!
Two problems I have with XP Pro.
The first is when the pc first boots up, instead of showing the correctly selected background, it somehow shows the contents of drive D, which is where all the programmes/software is installed. The XP Pro is on a separate hard drive C.

The second problem is when shutting down. Instead of closing and shutting off automatically, an error box appears - "explorer .exe", a blue progress bar as the programme (?) exits and a small check box is within the large one which says "end task".

Have I done something wrong and how can I cure these frustrating errors?

Thank you for any help that you can offer.

Kind Regards,
Rob.
[email protected]