你真的動到登錄或群組原則
以下是轉貼的方法

Click Start, Run and type REGEDIT

Navigate to the following key:

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer

Delete the two values NoActiveDesktopChanges & NoActiveDesktop in the right-pane

Close Registry Editor

-or-

You can accomplish the same using the Group Policy Editor for Windows XP Professional

NoActiveDesktopChanges - This entry corresponds to the Prohibit changes Group Policy (User Configuration\AdministrativeTemplates\Desktop\Active Desktop).

NoActiveDesktop - This entry corresponds to the Disable Active Desktop Group Policy (User Configuration\AdministrativeTemplates\Desktop\Active Desktop).

To start the Group Policy Editor, type GPEDIT.MSC in Start, Run dialog.
非常感謝你的幫忙，現在終於可以解決了！