Try this fix for XP>>
Go to Start > Control Panel > Display. Click on the "Desktop
" tab, then the "Customize Desktop
Click on the "Web
" tab, then under Web Pages
and delete everything
you find (except "My Current Home page").
These are some common malware related entries you may see:Security Info
If present, select each entry and click the Delete
Also, make sure the Lock desktop
items box is unchecked
. Click "Ok", then "Apply" and "Ok".
When done, go back into your Desktop Settings
and you should be able to change the color/theme to whatever you want.