To correct this problem:
1. Edit: HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer. If the right hand pane has an entry NoSaveSettings that is a 1, set it to zero until the problem is resolved. This should be a REG_BINARY value.
2. Edit: HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
For each Value, make sure that the string is valid, i.e., if the Value is ActiveMovie File Extensions, the string of this REG_SZ entry should be ActMovie.exe /Check and not null. The string must always start with an executable file. If it doesn't, fix it or delete the Value.
3. See Tip 016 for other keys that you can check.