HELP!!!! My desktop shows this message...

I am new here, and I have a problem...
I am using Windows XP Professional..

I dont know what happened to my computer but my desktop looks like this:
http://i43.photobucket.com/albums/e3...k/untitled.jpg

and I cant get this one out. I cant replace it with another desktop image..

What's wrong with my computer?

turn off active desktop

Also do a full antivirus and spyware scan. Try starting the computer in Safe Mode then do the scans ;)