In previous versions of windows, windows explorer(s) and the folders they had open would be restored at login/startup. This disappeared in XP. but you can bring it back.
- bring up windows Explorer by either holding down the windows logo key (the flag key) and hitting E, or doing Start|All Programs|Accessories|Windows Explorer
- from the menu, Tools|Folder options|View tab
- check the checkbox labelled "Restore previous folder windows at logon".
- click OK