Describe your current antivirus and anti malware situation: Microsoft Security Essentials (MSE), McAfee, Symantec, Norton, Spybot, AVG, Avira!, Panda, Trend Micro, CA, Defender, ZoneAlarm, PC Tools, Comodo, etc.
What is the issue you are having that you think System Restore will remedy (or are you just practicing)? Remember that System Restore is not a time machine.
Have you ever used System Restore to successfully restore your system in the past?
Describe exactly what happens when you attempt to perform a System Restore and any error messages you see that indicates it is not working (something besides "it doesn't work").
Some Anti Virus tools will "protect" your system so much that they will not allow a System Restore to work properly.
For example, if you are running any Norton/Symantec products, you may see a message like this:
Restoration Incomplete. Your computer cannot be restored...
Depending on what you are using for malware protection, you may have to disable the product(s) temporarily, do the System Restore and then turn the products back on again when the System Restore is complete.
Sometimes you will need to boot your system in Safe Mode and while your protection programs are not running, then do the System Restore. Microsoft hints in some of their articles that if System Restore fails to restore your computer, boot into Safe Mode and
then execute the System Restore. That works for some configurations.
Note that if you perform a System Restore in Safe Mode, you will not be able to undo it and there will be no option on the System Restore screen to "Undo my last restoration" like you would have if you were to restore your system from a normal boot.
Give those ideas some consideration if they apply to you.
Sometimes malicious software will afflict your System Restore to prevent you from finding and removing the malicious software. It would much rather fool you into thinking that you have to repair or reinstall your XP when that is not necessary.
No matter what you are using for malware protection, I would do this and only then begin to troubleshoot any remaining issues:
Download, install, update and do at least one full scan with these free malware detection programs then resolve any remaining issues:
When the scans run clean, reboot, test and we can fix any other issues.
Sometimes System Restore is just so afflicted or the Restore Points are suspicious, the best option is to just reinstall your System Restore. Doing so will delete any old Restore Points, but sometimes this is the only way to fix a broken System Restore. You
don't have to reinstall XP, just the System Restore part.
That may leave you with your original unspecified problem that you hope System Restore will correct (using a System Restore is usually not equivalent to fixing the problem though).