I found this in a few different places around the 'net - hopefully it's helpful:
Use the Desktop Cleanup Wizard in Windows XP
To start the Desktop Cleanup Wizard:
- Click Start , and then click Control Panel.
- In Control Panel, click Appearance and Themes under Pick a category.
- Under or pick a Control Panel icon , click Display. The Display Properties dialog box is displayed.
- In the Display Properties dialog box, click the Desktop tab, and then click Customize Desktop. The Desktop Items dialog box is displayed.
- Under Desktop cleanup , click to clear the Run Desktop Cleanup Wizard every 60 days check box if you do not want the Desktop Cleanup Wizard to automatically start every 60 days.
- Click Clean Desktop Now. The Desktop Cleanup Wizard starts.