Sorry to be such a Techno-peasant. Windows XP????
Not to worry, it's just that getting your PC specs is very important when trouble shooting. Since we're not there with you, it's the only thing we have to work with to try to help resolve your problem. So please don't misunderstand, the people here really do want to help you.
That being said, Socrates had a good point. It is possible that software running in the background (items in your system tray) might be causing this problem. Can you tell us (or show us with a screenshot) what is in your tray? This would help to eliminate one possibility.