Automatically Open Folders After Shutdown
Important note: These registry changes are provided as examples of how these parameters might be changed. Be sure you have a complete backup of your registry and an up-to-date ERD (Emergency Repair Disk) before you make any changes. The Registry editor can make your system unusable, so be careful! We take no responsibility for these registry changes - do them at your own risk!
You can configure Windows XP to automatically reopen those folders you had open before you shut it down (or rebooted).
To enable this "feature", start up the registry editor and navigate to the following key.
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer \Advanced

Double-click "PresistBrowsers" to modify the value. Enter "1" to cause the windows to be opened, and "0" to cause them to be closed.