Lets try this.
2) Copy the information with CTRL+C from the reg file on this page starting with the line that reads REGEDIT4.
6) Double click to merge it into your registry. That's it.
REGEDIT4
[-HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet Explorer\Desktop]
[-HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet Explorer\Desktop\General]
[-HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\policies\ActiveDesktop]
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer]
"ClassicShell"=-
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer]
"ForceActiveDesktopOn"=-
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer]
"NoViewContextMenu"=-
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\System]
"Wallpaper"=-
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\policies\Explorer]
"NoViewContextMenu"=-
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer]
"NoActiveDesktop"=-
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders]
"Desktop"="%USERPROFILE%\\Desktop"
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders]
"Custom Desktop"=-
[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders]
"Desktop"=hex(2):25,55,53,45,52,50,52,4f,46,49,4c,45,25,5c,44,65,73,6b,74,6f,\
70,00
[HKEY_CURRENT_USER\Control Panel\desktop]
"ConvertedWallpaper"="C:\\WINDOWS\\Web\\Wallpaper\\Windows XP.jpg"
"ConvertedWallpaper Last WriteTime"=hex:00,88,40,84,d3,2b,c1,01
"OriginalWallpaper"="%USERPROFILE%\\Application Data\\Microsoft\\Wallpaper1.bmp"
"Wallpaper"="%USERPROFILE%\\Application Data\\Microsoft\\Wallpaper1.bmp"
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders]
"Common Desktop"=hex(2):25,00,41,00,4c,00,4c,00,55,00,53,00,45,00,52,00,53,00,\
50,00,52,00,4f,00,46,00,49,00,4c,00,45,00,25,00,5c,00,44,00,65,00,73,00,6b,\
00,74,00,6f,00,70,00,00,00
[HKEY_USERS\S-1-5-18\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders]
"Desktop"=hex(2):25,55,53,45,52,50,52,4f,46,49,4c,45,25,5c,44,65,73,6b,74,6f,\
70,00
[HKEY_USERS\.DEFAULT\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders]
"Desktop"=hex(2):25,00,55,00,53,00,45,00,52,00,50,00,52,00,4f,00,46,00,49,00,\
4c,00,45,00,25,00,5c,00,44,00,65,00,73,00,6b,00,74,00,6f,00,70,00,00,00
[HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Desktop\General]
"ComponentsPositioned"=dword:00000001
"TileWallpaper"="0"
"WallpaperStyle"="2"
"Wallpaper"=hex(2):25,41,50,50,44,41,54,41,25,5c,4d,69,63,72,6f,73,6f,66,74,5c,\
57,61,6c,6c,70,61,70,65,72,31,2e,62,6d,70,00
"BackupWallpaper"=hex(2):25,41,50,50,44,41,54,41,25,5c,4d,69,63,72,6f,73,6f,66,\
74,5c,57,61,6c,6c,70,61,70,65,72,31,2e,62,6d,70,00
"WallpaperFileTime"=hex:00,77,28,0a,07,2e,c5,01
"WallpaperLocalFileTime"=hex:00,37,05,fc,c3,2d,c5,01
[HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Desktop\SafeMode\General]
"Wallpaper"="C:\\WINDOWS\\Web\\SafeMode.htt"
"VisitGallery"=dword:00000000