User Account Desktops

I have a Dell Dimension 4400, running Win XP w/SP 2. This computer has four user accounts. When I go to either of the other desktops, I try to change the background. I will click on the selection from the drop down, then apply, then OK. Nothing happens. I remains the same. Also, when I try to change browsers it always goes back to MSN. I have run AdAware SE and Spybot S&D.  Another problem, I can't change the control panel to classic. Can anyone tell me what I may have done to cause this problem?