Have you made any changes prior to start of this issue?
Step 1: Go to task manager by pressing ‘’Crtl+alt+del’’ key and try to stop the Active Desktop Recovery process.
Step 2: Try Right clicking on the Active Desktop Recovery window and select Desktop.
Step 1: Could you check if the same issue occurs in safe mode.
To start the computer in safe mode.
Please perform the clean boot if the issue doesn't occur in Safe mode.
Step 2: Clean Boot
How to configure Windows XP to start in a "clean boot" state
Note: After clean boot troubleshooting step, follow the “Steps to configure Windows to use a Normal startup state” in the provided link to return your computer to Normal startup mode.
Method 3: To turn on the Active Desktop interface
Also refer: What is the Active Desktop interface?
Hope this helps.
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